+143.3%
DELL vs FAST
+32.0%
+111.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.7% | -10.5% | -8.9% |
| 7D | -24.6% | +3.4% | -28.0% | -24.8% |
| 30D | -32.5% | +5.5% | -38.0% | -32.8% |
| 3M | -20.2% | +7.6% | -27.8% | -20.8% |
| 6M | +76.5% | +19.8% | +56.7% | +70.8% |
| YTD | +198.9% | +35.5% | +163.5% | +165.5% |
| 1Y | +143.3% | +31.6% | +111.7% | +118.8% |
| All | +143.3% | +32.0% | +111.3% | +118.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling