+509.1%
FAST vs A
+246.7%
+262.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -0.4% | -1.9% | +1.6% | +0.4% |
| 30D | -0.8% | +6.9% | -7.7% | -3.5% |
| 3M | +5.8% | +9.2% | -3.5% | +1.7% |
| 6M | +8.0% | +25.7% | -17.7% | -2.9% |
| YTD | +25.6% | +11.5% | +14.1% | +18.6% |
| 1Y | +0.8% | +18.4% | -17.6% | -7.9% |
| 3Y | +86.1% | +26.6% | +59.5% | +58.4% |
| 5Y | +100.2% | -12.8% | +113.0% | +100.8% |
| All | +509.1% | +246.7% | +262.4% | +202.0% |
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