+34.2%
DIS vs FAST
+586.8%
-552.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +5.2% | +2.1% | +3.2% | +4.4% |
| 30D | +11.5% | +6.9% | +4.6% | +8.5% |
| 3M | +11.5% | +4.8% | +6.7% | +9.2% |
| 6M | +8.9% | +19.8% | -10.9% | +0.9% |
| YTD | +3.4% | +34.9% | -31.5% | -9.2% |
| 1Y | +7.2% | +32.8% | -25.6% | -5.3% |
| 3Y | +43.3% | +93.7% | -50.4% | +5.9% |
| 5Y | -31.4% | +105.3% | -136.7% | -51.3% |
| All | +34.2% | +586.8% | -552.6% | -32.1% |
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