+237.1%
DIA vs FAST
+541.5%
-304.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -1.6% | +4.3% | -5.9% | -3.3% |
| 30D | +1.3% | +8.3% | -7.0% | -1.9% |
| 3M | -2.1% | +6.5% | -8.5% | -4.6% |
| 6M | +6.2% | +29.5% | -23.3% | -4.7% |
| YTD | +10.3% | +41.3% | -30.9% | -5.1% |
| 1Y | +11.0% | +37.4% | -26.4% | -3.5% |
| 3Y | +60.4% | +98.5% | -38.2% | +16.9% |
| 5Y | +59.1% | +111.1% | -52.0% | +10.9% |
| 10Y | +237.1% | +548.6% | -311.5% | +57.5% |
| All | +237.1% | +541.5% | -304.4% | +57.5% |
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 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