+381.8%
DAL vs FAST
+1,529.0%
-1,147.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.0% |
| 7D | +4.6% | +0.7% | +3.9% | +4.2% |
| 30D | +2.3% | +4.6% | -2.3% | -0.6% |
| 3M | -8.1% | +6.4% | -14.5% | -11.8% |
| 6M | +21.4% | +20.6% | +0.8% | +7.7% |
| YTD | +24.3% | +34.7% | -10.4% | +2.5% |
| 1Y | +47.4% | +29.7% | +17.7% | +24.4% |
| 3Y | +164.6% | +89.9% | +74.7% | +74.3% |
| 5Y | +100.2% | +105.0% | -4.7% | +23.4% |
| 10Y | +124.9% | +594.2% | -469.3% | -41.9% |
| All | +381.8% | +1,529.0% | -1,147.1% | -43.5% |
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