+107.2%
FAST vs D
+5.6%
+101.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-04 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% | -0.8% |
| 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% | +5.6% |
| YTD | +25.6% | +15.9% | +9.8% | +20.2% |
| 1Y | +0.8% | +18.1% | -17.3% | -4.2% |
| 3Y | +86.1% | +58.4% | +27.7% | +61.0% |
| All | +107.2% | +5.6% | +101.6% | +114.2% |
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 2021-09-04 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…
2021-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling