+69,298.0%
FAST vs D
+2,347.4%
+66,950.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.4% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | -0.8% | -3.6% | +2.8% | +0.7% |
| 3M | +5.8% | -1.0% | +6.7% | +6.1% |
| 6M | +8.0% | +6.3% | +1.7% | +4.8% |
| YTD | +25.6% | +14.7% | +10.9% | +18.0% |
| 1Y | +0.8% | +16.9% | -16.1% | -6.4% |
| 3Y | +86.1% | +56.8% | +29.3% | +48.1% |
| 5Y | +100.2% | +5.2% | +95.0% | +88.4% |
| 10Y | +494.2% | +35.9% | +458.3% | +377.3% |
| All | +69,298.0% | +2,347.4% | +66,950.6% | +17,500.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling