-5.2%
DASH vs FAST
+149.2%
-154.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +0.4% | +2.1% | -1.7% | -0.7% |
| 30D | -6.0% | +6.9% | -12.9% | -10.0% |
| 3M | -15.8% | +4.8% | -20.6% | -18.6% |
| 6M | +7.0% | +19.8% | -12.8% | -5.6% |
| YTD | -20.7% | +34.9% | -55.6% | -36.7% |
| 1Y | -8.5% | +32.8% | -41.3% | -26.3% |
| 3Y | +101.8% | +93.7% | +8.0% | +13.8% |
| 5Y | -9.6% | +105.3% | -114.9% | -52.7% |
| All | -5.2% | +149.2% | -154.4% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling