+36.6%
DIS vs FAST
+606.6%
-570.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +0.9% |
| 7D | +5.3% | +3.8% | +1.5% | +3.8% |
| 30D | +10.2% | +8.1% | +2.2% | +6.9% |
| 3M | +13.5% | +5.8% | +7.7% | +10.8% |
| 6M | +11.1% | +24.9% | -13.7% | +1.2% |
| YTD | +5.5% | +38.9% | -33.4% | -8.5% |
| 1Y | +9.1% | +36.5% | -27.3% | -4.7% |
| 3Y | +36.0% | +98.1% | -62.1% | -0.6% |
| 5Y | -29.8% | +109.3% | -139.1% | -50.7% |
| 10Y | +36.6% | +547.9% | -511.3% | -31.7% |
| All | +36.6% | +606.6% | -570.0% | -31.7% |
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