+74,726.4%
FAST vs D
+2,492.7%
+72,233.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.8% | -0.2% |
| 7D | +3.4% | +8.5% | -5.1% | -0.2% |
| 30D | +5.5% | +14.3% | -8.8% | -0.5% |
| 3M | +7.6% | +1.8% | +5.8% | +6.5% |
| 6M | +19.8% | +13.0% | +6.8% | +13.1% |
| YTD | +35.5% | +22.7% | +12.7% | +23.3% |
| 1Y | +31.6% | +22.6% | +9.0% | +19.7% |
| 3Y | +91.0% | +84.2% | +6.8% | +42.2% |
| 5Y | +105.1% | +15.8% | +89.3% | +85.0% |
| 10Y | +598.2% | +45.8% | +552.4% | +443.6% |
| All | +74,726.4% | +2,492.7% | +72,233.6% | +18,389.1% |
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 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