+21.9%
DIS vs FAST
+492.5%
-470.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -2.6% | -0.4% | -2.2% | -2.5% |
| 30D | +3.5% | -0.8% | +4.3% | +3.6% |
| 3M | +6.8% | +5.8% | +1.1% | +4.2% |
| 6M | +3.0% | +8.0% | -5.0% | -0.8% |
| YTD | -6.7% | +25.6% | -32.4% | -15.6% |
| 1Y | -10.1% | +0.8% | -10.9% | -11.4% |
| 3Y | +33.0% | +86.1% | -53.1% | -0.1% |
| 5Y | -40.0% | +100.2% | -140.2% | -56.8% |
| All | +21.9% | +492.5% | -470.7% | -38.3% |
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