+157.4%
DUK vs FAST
+545.6%
-388.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +1.9% | +4.8% | -2.9% | +0.8% |
| 30D | +10.5% | +8.6% | +1.9% | +8.3% |
| 3M | +7.3% | +5.7% | +1.6% | +5.8% |
| 6M | +5.7% | +25.5% | -19.8% | -0.3% |
| YTD | +12.9% | +39.6% | -26.7% | +3.3% |
| 1Y | +8.6% | +35.5% | -26.9% | +0.1% |
| 3Y | +63.5% | +96.2% | -32.7% | +34.3% |
| 5Y | +52.4% | +110.2% | -57.8% | +20.8% |
| 10Y | +157.4% | +531.8% | -374.4% | +71.1% |
| All | +157.4% | +545.6% | -388.2% | +71.1% |
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