+533.3%
FAST vs ALLE
+211.7%
+321.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -1.2% |
| 7D | +4.2% | +3.6% | +0.6% | +2.3% |
| 30D | +6.7% | +25.9% | -19.2% | -5.5% |
| 3M | +8.0% | +15.8% | -7.7% | -0.3% |
| 6M | +27.4% | +48.1% | -20.7% | +3.1% |
| YTD | +40.5% | +22.0% | +18.5% | +25.0% |
| 1Y | +38.4% | +18.0% | +20.3% | +25.1% |
| 3Y | +98.7% | +93.1% | +5.6% | +35.8% |
| 5Y | +106.7% | +52.1% | +54.6% | +57.1% |
| All | +533.3% | +211.7% | +321.7% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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