+499.9%
FAST vs D
+35.0%
+464.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.4% | +1.5% | -1.8% | -0.9% |
| 30D | -0.8% | -2.6% | +1.8% | +0.1% |
| 3M | +5.8% | 0.0% | +5.7% | +5.7% |
| 6M | +8.0% | +7.4% | +0.6% | +4.9% |
| YTD | +25.6% | +15.9% | +9.8% | +18.7% |
| 1Y | +0.8% | +18.1% | -17.3% | -5.6% |
| 3Y | +86.1% | +58.4% | +27.7% | +52.8% |
| 5Y | +100.2% | +5.2% | +95.0% | +94.1% |
| All | +499.9% | +35.0% | +464.8% | +443.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling