+547.9%
FAST vs DAR
+288.2%
+259.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +2.1% |
| 7D | +3.8% | -2.8% | +6.6% | +4.4% |
| 30D | +8.1% | -12.8% | +20.9% | +10.9% |
| 3M | +5.8% | -11.6% | +17.4% | +7.8% |
| 6M | +24.9% | -16.8% | +41.6% | +28.4% |
| YTD | +38.9% | +45.9% | -7.0% | +26.8% |
| 1Y | +36.5% | +61.5% | -25.0% | +21.8% |
| 3Y | +98.1% | +23.0% | +75.2% | +80.4% |
| 5Y | +109.3% | -35.8% | +145.2% | +116.0% |
| 10Y | +547.9% | +280.4% | +267.5% | +277.9% |
| All | +547.9% | +288.2% | +259.7% | +277.9% |
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