+6.8%
DIS vs FAST
+31.1%
-24.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +5.7% | +0.7% | +5.0% | +5.5% |
| 30D | +12.7% | +4.6% | +8.0% | +11.3% |
| 3M | +15.2% | +6.4% | +8.8% | +13.1% |
| 6M | +17.6% | +20.6% | -3.0% | +11.0% |
| YTD | +3.8% | +34.7% | -30.8% | -6.5% |
| 1Y | +6.8% | +29.7% | -22.9% | -2.6% |
| All | +6.8% | +31.1% | -24.4% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling