+57.5%
DIA vs FAST
+91.8%
-34.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.9% | +2.1% | -3.0% | -1.5% |
| 30D | +0.3% | +6.9% | -6.6% | -1.7% |
| 3M | -4.5% | +4.8% | -9.3% | -5.9% |
| 6M | +3.4% | +19.8% | -16.4% | -2.2% |
| YTD | +7.8% | +34.9% | -27.1% | -2.3% |
| 1Y | +10.7% | +32.8% | -22.0% | +0.8% |
| 3Y | +57.5% | +93.7% | -36.2% | +29.4% |
| All | +57.5% | +91.8% | -34.3% | +29.4% |
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