+2,655.3%
DELL vs FAST
+606.6%
+2,048.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +4.1% |
| 7D | -11.8% | +3.8% | -15.7% | -13.3% |
| 30D | -40.8% | +8.1% | -48.9% | -42.9% |
| 3M | -23.6% | +5.8% | -29.4% | -25.6% |
| 6M | +33.4% | +24.9% | +8.5% | +19.4% |
| YTD | +178.0% | +38.9% | +139.1% | +135.8% |
| 1Y | +138.6% | +36.5% | +102.1% | +104.0% |
| 3Y | +400.9% | +98.1% | +302.7% | +252.0% |
| 5Y | +580.7% | +109.3% | +471.4% | +358.5% |
| 10Y | +2,655.3% | +547.9% | +2,107.4% | +1,180.1% |
| All | +2,655.3% | +606.6% | +2,048.7% | +1,180.1% |
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