+575.3%
FAST vs D
+42.6%
+532.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | +2.1% | +3.0% | -0.9% | +1.0% |
| 30D | +6.9% | +11.5% | -4.6% | +2.7% |
| 3M | +4.8% | +3.7% | +1.1% | +3.3% |
| 6M | +19.8% | +13.5% | +6.2% | +13.9% |
| YTD | +34.9% | +20.7% | +14.2% | +25.4% |
| 1Y | +32.8% | +18.2% | +14.5% | +24.3% |
| 3Y | +93.7% | +73.3% | +20.4% | +54.3% |
| 5Y | +105.3% | +12.3% | +93.0% | +94.2% |
| All | +575.3% | +42.6% | +532.8% | +518.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling