+1,129.1%
DIA vs FAST
+6,575.2%
-5,446.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | +3.8% | +5.8% | -2.0% | +1.8% |
| 6M | +10.3% | +8.0% | +2.3% | +7.1% |
| YTD | +12.1% | +25.6% | -13.5% | +3.6% |
| 1Y | +18.6% | +0.8% | +17.8% | +17.2% |
| 3Y | +60.6% | +86.1% | -25.5% | +29.5% |
| 5Y | +64.4% | +100.2% | -35.8% | +28.4% |
| 10Y | +250.1% | +494.2% | -244.1% | +93.0% |
| All | +1,129.1% | +6,575.2% | -5,446.1% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling