+235.7%
DIA vs FAST
+541.9%
-306.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | +2.1% | +4.2% | -2.0% | +0.5% |
| 30D | +1.5% | +6.7% | -5.2% | -1.2% |
| 3M | -2.4% | +8.0% | -10.5% | -5.5% |
| 6M | +6.0% | +27.4% | -21.5% | -4.3% |
| YTD | +10.1% | +40.5% | -30.4% | -5.2% |
| 1Y | +11.8% | +38.4% | -26.5% | -3.1% |
| 3Y | +59.7% | +98.7% | -39.0% | +16.3% |
| 5Y | +57.9% | +106.7% | -48.8% | +11.0% |
| All | +235.7% | +541.9% | -306.2% | +57.8% |
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