+509.1%
FAST vs CI
+146.1%
+363.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | -0.8% | +4.4% | -5.2% | -2.0% |
| 3M | +5.8% | +0.7% | +5.1% | +5.2% |
| 6M | +8.0% | +0.3% | +7.6% | +7.3% |
| YTD | +25.6% | +3.8% | +21.8% | +23.4% |
| 1Y | +0.8% | -5.5% | +6.3% | +0.8% |
| 3Y | +86.1% | +8.1% | +78.0% | +74.6% |
| 5Y | +100.2% | +42.8% | +57.4% | +68.5% |
| All | +509.1% | +146.1% | +363.0% | +299.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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