+547.9%
FAST vs CBOE
+526.1%
+21.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +3.8% | +1.0% | +2.8% | +3.6% |
| 30D | +8.1% | +16.0% | -7.9% | +4.8% |
| 3M | +5.8% | +23.4% | -17.6% | +1.1% |
| 6M | +24.9% | +1.7% | +23.1% | +23.6% |
| YTD | +38.9% | +41.6% | -2.7% | +26.8% |
| 1Y | +36.5% | +38.5% | -2.0% | +25.1% |
| 3Y | +98.1% | +105.7% | -7.6% | +61.7% |
| 5Y | +109.3% | +185.4% | -76.1% | +53.7% |
| 10Y | +547.9% | +504.1% | +43.8% | +276.6% |
| All | +547.9% | +526.1% | +21.8% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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