+145.3%
DELL vs FAST
+36.2%
+109.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +5.1% |
| 7D | -11.8% | +3.8% | -15.7% | -12.1% |
| 30D | -40.8% | +8.1% | -48.9% | -41.2% |
| 3M | -23.6% | +5.8% | -29.4% | -23.9% |
| 6M | +33.4% | +24.9% | +8.5% | +27.7% |
| YTD | +178.0% | +38.9% | +139.1% | +144.7% |
| All | +145.3% | +36.2% | +109.1% | +120.2% |
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 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