+531.8%
FAST vs CI
+147.8%
+384.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | -0.2% |
| 7D | +4.8% | +2.6% | +2.2% | +4.1% |
| 30D | +8.6% | +7.3% | +1.3% | +6.5% |
| 3M | +5.7% | +9.5% | -3.8% | +3.0% |
| 6M | +25.5% | +6.4% | +19.0% | +22.8% |
| YTD | +39.6% | +12.0% | +27.6% | +34.3% |
| 1Y | +35.5% | +20.1% | +15.4% | +27.8% |
| 3Y | +96.2% | +9.6% | +86.6% | +84.2% |
| 5Y | +110.2% | +52.7% | +57.5% | +74.4% |
| 10Y | +531.8% | +150.3% | +381.6% | +355.5% |
| All | +531.8% | +147.8% | +384.0% | +355.5% |
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