+377.0%
DELL vs FAST
+91.8%
+285.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -22.6% | +2.1% | -24.7% | -23.1% |
| 30D | -43.2% | +6.9% | -50.1% | -44.3% |
| 3M | -24.8% | +4.8% | -29.7% | -26.0% |
| 6M | +38.0% | +19.8% | +18.2% | +29.1% |
| YTD | +163.7% | +34.9% | +128.8% | +134.0% |
| 1Y | +122.5% | +32.8% | +89.8% | +98.6% |
| 3Y | +377.0% | +93.7% | +283.2% | +294.6% |
| All | +377.0% | +91.8% | +285.2% | +294.6% |
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