+547.9%
FAST vs A
+328.7%
+219.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +1.8% |
| 7D | +3.8% | +4.8% | -0.9% | +2.0% |
| 30D | +8.1% | +5.6% | +2.4% | +5.7% |
| 3M | +5.8% | +23.6% | -17.8% | -3.1% |
| 6M | +24.9% | +56.4% | -31.5% | +3.2% |
| YTD | +38.9% | +33.4% | +5.5% | +21.9% |
| 1Y | +36.5% | +23.7% | +12.8% | +23.4% |
| 3Y | +98.1% | +71.0% | +27.1% | +48.5% |
| 5Y | +109.3% | +16.8% | +92.5% | +84.0% |
| 10Y | +547.9% | +323.8% | +224.1% | +225.6% |
| All | +547.9% | +328.7% | +219.2% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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