+388.0%
DELL vs FAST
+97.8%
+290.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.6% | -6.5% | -7.0% |
| 7D | +4.9% | +4.2% | +0.7% | +3.7% |
| 30D | -32.1% | +6.7% | -38.7% | -33.3% |
| 3M | -30.2% | +8.0% | -38.3% | -31.8% |
| 6M | +41.7% | +27.4% | +14.3% | +30.0% |
| YTD | +176.6% | +40.5% | +136.1% | +142.7% |
| 1Y | +159.9% | +38.4% | +121.6% | +129.5% |
| 3Y | +388.0% | +98.7% | +289.3% | +302.5% |
| All | +388.0% | +97.8% | +290.2% | +302.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling