+575.3%
FAST vs DAR
+268.8%
+306.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +2.1% | -9.9% | +12.0% | +4.1% |
| 30D | +6.9% | -16.4% | +23.3% | +10.5% |
| 3M | +4.8% | -17.1% | +21.9% | +8.2% |
| 6M | +19.8% | -20.5% | +40.2% | +24.3% |
| YTD | +34.9% | +39.4% | -4.5% | +24.2% |
| 1Y | +32.8% | +57.2% | -24.5% | +19.1% |
| 3Y | +93.7% | +13.9% | +79.9% | +79.3% |
| 5Y | +105.3% | -40.8% | +146.1% | +115.8% |
| All | +575.3% | +268.8% | +306.5% | +297.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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