+2,732.7%
DUK vs FAST
+78,946.1%
-76,213.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +1.9% | +4.8% | -2.9% | +1.2% |
| 30D | +10.5% | +8.6% | +1.9% | +9.2% |
| 3M | +7.3% | +5.7% | +1.6% | +6.4% |
| 6M | +5.7% | +25.5% | -19.8% | +2.0% |
| YTD | +12.9% | +39.6% | -26.7% | +7.1% |
| 1Y | +8.6% | +35.5% | -26.9% | +3.4% |
| 3Y | +63.5% | +96.2% | -32.7% | +46.2% |
| 5Y | +52.4% | +110.2% | -57.8% | +34.0% |
| 10Y | +157.4% | +531.8% | -374.4% | +91.5% |
| All | +2,732.7% | +78,946.1% | -76,213.3% | +1,209.8% |
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 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