-41.1%
DIS vs FAST
+100.5%
-141.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 6M | +3.0% | +8.0% | -5.0% | -1.0% |
| YTD | -6.7% | +25.6% | -32.4% | -16.2% |
| 1Y | -10.1% | +0.8% | -10.9% | -11.4% |
| 3Y | +33.0% | +86.1% | -53.1% | -4.7% |
| All | -41.1% | +100.5% | -141.6% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling