+12.2%
DIS vs FAST
+38.3%
-26.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.8% |
| 7D | +1.9% | +4.2% | -2.3% | +0.8% |
| 30D | +9.2% | +6.7% | +2.5% | +7.4% |
| 3M | +13.5% | +8.0% | +5.5% | +11.3% |
| 6M | +14.3% | +27.4% | -13.1% | +6.5% |
| YTD | +5.4% | +40.5% | -35.1% | -5.3% |
| 1Y | +12.2% | +38.4% | -26.2% | +0.9% |
| All | +12.2% | +38.3% | -26.2% | +0.9% |
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