+2,541.1%
DUK vs FAST
+71,032.5%
-68,491.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.1% |
| 7D | 0.0% | -0.4% | +0.3% | 0.0% |
| 30D | -1.7% | -0.8% | -0.9% | -1.6% |
| 3M | -0.4% | +5.8% | -6.2% | -1.4% |
| 6M | -7.2% | +8.0% | -15.2% | -8.5% |
| YTD | +5.3% | +25.6% | -20.4% | +1.4% |
| 1Y | +3.0% | +0.8% | +2.1% | +2.4% |
| 3Y | +53.1% | +86.1% | -33.0% | +37.8% |
| 5Y | +37.9% | +100.2% | -62.3% | +22.2% |
| 10Y | +124.8% | +494.2% | -369.3% | +68.8% |
| All | +2,541.1% | +71,032.5% | -68,491.4% | +1,140.9% |
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