+403.7%
DAL vs FAST
+1,538.5%
-1,134.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +6.1% |
| 7D | +11.1% | +3.4% | +7.6% | +8.9% |
| 30D | +7.7% | +5.5% | +2.2% | +4.1% |
| 3M | -3.5% | +7.6% | -11.1% | -8.1% |
| 6M | +31.3% | +19.8% | +11.5% | +16.9% |
| YTD | +30.0% | +35.5% | -5.5% | +6.7% |
| 1Y | +62.1% | +31.6% | +30.5% | +35.5% |
| 3Y | +176.6% | +91.0% | +85.6% | +81.6% |
| 5Y | +126.2% | +105.1% | +21.1% | +39.3% |
| 10Y | +135.1% | +598.2% | -463.1% | -39.5% |
| All | +403.7% | +1,538.5% | -1,134.8% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling