+34.7%
DIS vs FAST
+585.7%
-550.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | +5.7% | +0.7% | +5.0% | +5.4% |
| 30D | +12.7% | +4.6% | +8.0% | +10.6% |
| 3M | +15.2% | +6.4% | +8.8% | +12.1% |
| 6M | +17.6% | +20.6% | -3.0% | +8.6% |
| YTD | +3.8% | +34.7% | -30.8% | -8.8% |
| 1Y | +6.8% | +29.7% | -22.9% | -4.8% |
| 3Y | +42.1% | +89.9% | -47.8% | +5.9% |
| 5Y | -31.2% | +105.0% | -136.1% | -51.1% |
| All | +34.7% | +585.7% | -550.9% | -31.8% |
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