+1,086.5%
DIA vs FAST
+7,055.4%
-5,968.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -3.4% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | 0.0% | +4.6% | -4.7% | -1.5% |
| 3M | -4.9% | +6.4% | -11.3% | -6.9% |
| 6M | +5.0% | +20.6% | -15.5% | -1.3% |
| YTD | +8.2% | +34.7% | -26.5% | -2.2% |
| 1Y | +10.3% | +29.7% | -19.4% | +0.9% |
| 3Y | +58.4% | +89.9% | -31.6% | +27.0% |
| 5Y | +54.3% | +105.0% | -50.6% | +19.7% |
| 10Y | +248.6% | +594.2% | -345.6% | +83.5% |
| All | +1,086.5% | +7,055.4% | -5,968.9% | +214.9% |
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