+1,660.6%
DIS vs FAST
+76,596.6%
-74,936.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.7% |
| 7D | +9.1% | +3.4% | +5.7% | +8.1% |
| 30D | +14.8% | +5.5% | +9.3% | +13.0% |
| 3M | +21.2% | +7.6% | +13.6% | +18.5% |
| 6M | +18.3% | +19.8% | -1.5% | +12.1% |
| YTD | +5.4% | +35.5% | -30.1% | -3.9% |
| 1Y | +8.3% | +31.6% | -23.4% | -0.4% |
| 3Y | +44.2% | +91.0% | -46.8% | +18.2% |
| 5Y | -28.0% | +105.1% | -133.1% | -42.4% |
| 10Y | +39.6% | +598.2% | -558.6% | -21.4% |
| All | +1,660.6% | +76,596.6% | -74,936.0% | +310.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling