+531.8%
FAST vs A
+312.5%
+219.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +4.8% | +1.4% | +3.4% | +4.2% |
| 30D | +8.6% | +4.3% | +4.3% | +6.7% |
| 3M | +5.7% | +19.8% | -14.1% | -2.0% |
| 6M | +25.5% | +54.4% | -28.9% | +4.2% |
| YTD | +39.6% | +31.7% | +7.9% | +23.1% |
| 1Y | +35.5% | +22.4% | +13.0% | +23.0% |
| 3Y | +96.2% | +67.7% | +28.5% | +48.4% |
| 5Y | +110.2% | +15.7% | +94.5% | +85.4% |
| 10Y | +531.8% | +308.7% | +223.1% | +225.5% |
| All | +531.8% | +312.5% | +219.4% | +225.5% |
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