+110.2%
FAST vs D
+14.3%
+95.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +4.8% | +2.4% | +2.4% | +4.1% |
| 30D | +8.6% | +10.9% | -2.3% | +5.3% |
| 3M | +5.7% | +2.8% | +2.8% | +4.7% |
| 6M | +25.5% | +12.7% | +12.8% | +20.8% |
| YTD | +39.6% | +20.3% | +19.3% | +31.9% |
| 1Y | +35.5% | +17.1% | +18.4% | +28.9% |
| 3Y | +96.2% | +75.1% | +21.1% | +63.3% |
| 5Y | +110.2% | +13.1% | +97.1% | +116.0% |
| All | +110.2% | +14.3% | +95.9% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling