+65.7%
DIA vs FAST
+100.5%
-34.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -1.5% | -0.8% | -0.7% | -1.3% |
| 3M | +3.8% | +5.8% | -2.0% | +1.5% |
| 6M | +10.3% | +8.0% | +2.3% | +6.6% |
| YTD | +12.1% | +25.6% | -13.5% | +2.1% |
| 1Y | +18.6% | +0.8% | +17.8% | +17.2% |
| 3Y | +60.6% | +86.1% | -25.5% | +21.9% |
| All | +65.7% | +100.5% | -34.8% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling