+537.5%
FAST vs ALL
+376.2%
+161.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.6% |
| 7D | +5.0% | 0.0% | +5.0% | +4.9% |
| 30D | +8.6% | +12.8% | -4.3% | +3.4% |
| 3M | +6.9% | +4.7% | +2.2% | +4.6% |
| 6M | +29.6% | +24.9% | +4.6% | +17.3% |
| YTD | +41.4% | +30.0% | +11.4% | +25.3% |
| 1Y | +38.5% | +29.9% | +8.6% | +22.7% |
| 3Y | +98.7% | +117.5% | -18.8% | +37.3% |
| 5Y | +108.0% | +161.7% | -53.6% | +26.9% |
| All | +537.5% | +376.2% | +161.2% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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