-100.0%
DFNS vs FAST
+186.0%
-285.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.1% | -19.5% | -19.3% |
| 7D | -12.7% | +5.0% | -17.7% | -10.4% |
| 30D | -65.2% | +8.6% | -73.8% | -63.6% |
| 3M | -94.6% | +6.9% | -101.5% | -94.4% |
| 6M | -96.2% | +29.6% | -125.8% | -95.5% |
| YTD | -99.6% | +41.4% | -141.0% | -99.5% |
| 1Y | -99.7% | +38.5% | -138.2% | -99.6% |
| 3Y | -100.0% | +98.7% | -198.7% | -100.0% |
| 5Y | -100.0% | +108.0% | -208.0% | -100.0% |
| All | -100.0% | +186.0% | -285.9% | -100.0% |
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