+499.9%
FAST vs D
+35.0%
+464.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -0.8% | -3.6% | +2.8% | +0.5% |
| 3M | +5.8% | -1.0% | +6.7% | +6.1% |
| 6M | +8.0% | +6.3% | +1.7% | +5.3% |
| YTD | +25.6% | +14.7% | +10.9% | +19.1% |
| 1Y | +0.8% | +16.9% | -16.1% | -5.3% |
| 3Y | +86.1% | +56.8% | +29.3% | +53.4% |
| 5Y | +100.2% | +5.2% | +95.0% | +94.0% |
| All | +499.9% | +35.0% | +464.8% | +443.5% |
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