+507.7%
FAST vs CBOE
+385.3%
+122.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.1% |
| 7D | +1.3% | -4.6% | +5.9% | +2.3% |
| 30D | -4.7% | +2.6% | -7.4% | -5.4% |
| 3M | +7.9% | +4.9% | +3.0% | +6.3% |
| 6M | +7.4% | -2.2% | +9.6% | +6.7% |
| YTD | +25.1% | +17.7% | +7.3% | +18.6% |
| 1Y | +4.7% | +26.1% | -21.4% | -2.6% |
| 3Y | +94.7% | +97.1% | -2.4% | +57.9% |
| 5Y | +106.8% | +149.2% | -42.4% | +55.1% |
| 10Y | +507.7% | +385.1% | +122.6% | +233.4% |
| All | +507.7% | +385.3% | +122.4% | +233.4% |
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