+95.6%
F vs FAST
+492.5%
-397.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | +5.3% | -0.4% | +5.7% | +5.5% |
| 30D | +4.6% | -0.8% | +5.4% | +4.9% |
| 3M | -3.7% | +5.8% | -9.4% | -6.6% |
| 6M | +16.8% | +8.0% | +8.8% | +11.5% |
| YTD | +15.3% | +25.6% | -10.3% | +1.7% |
| 1Y | +31.0% | +0.8% | +30.2% | +28.5% |
| 3Y | +45.4% | +86.1% | -40.7% | +1.6% |
| 5Y | +54.7% | +100.2% | -45.5% | +3.7% |
| All | +95.6% | +492.5% | -397.0% | -17.3% |
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 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