+41.5%
DUK vs FAST
+105.5%
-64.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -0.1% | +1.8% | -1.9% | -0.5% |
| 30D | +0.2% | -6.4% | +6.7% | +1.6% |
| 3M | -1.9% | +5.3% | -7.2% | -3.0% |
| 6M | -6.5% | +5.4% | -11.9% | -7.8% |
| YTD | +5.4% | +23.6% | -18.1% | +0.4% |
| 1Y | +3.6% | +4.1% | -0.5% | +2.2% |
| 3Y | +48.1% | +92.4% | -44.2% | +22.5% |
| All | +41.5% | +105.5% | -64.0% | +12.7% |
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