+533.3%
FAST vs ALL
+377.9%
+155.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +4.2% | +5.0% | -0.9% | +2.1% |
| 30D | +6.7% | +13.3% | -6.7% | +1.4% |
| 3M | +8.0% | +3.2% | +4.9% | +6.3% |
| 6M | +27.4% | +25.3% | +2.1% | +15.2% |
| YTD | +40.5% | +30.5% | +10.0% | +24.3% |
| 1Y | +38.4% | +29.2% | +9.2% | +22.9% |
| 3Y | +98.7% | +119.1% | -20.4% | +36.9% |
| 5Y | +106.7% | +162.6% | -55.9% | +25.9% |
| All | +533.3% | +377.9% | +155.4% | +201.7% |
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