+548.6%
FAST vs CI
+149.2%
+399.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | +4.3% | -1.3% | +5.6% | +4.6% |
| 30D | +8.3% | +6.4% | +1.9% | +6.5% |
| 3M | +6.5% | +10.7% | -4.2% | +3.5% |
| 6M | +29.5% | +5.5% | +24.0% | +27.0% |
| YTD | +41.3% | +11.4% | +29.9% | +36.1% |
| 1Y | +37.4% | +15.0% | +22.4% | +31.2% |
| 3Y | +98.5% | +9.0% | +89.6% | +86.6% |
| 5Y | +111.1% | +52.0% | +59.2% | +75.4% |
| 10Y | +548.6% | +150.9% | +397.6% | +370.1% |
| All | +548.6% | +149.2% | +399.4% | +370.1% |
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