+109.3%
FAST vs DAR
-37.0%
+146.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +2.4% |
| 7D | +3.8% | -2.8% | +6.6% | +4.2% |
| 30D | +8.1% | -12.8% | +20.9% | +9.9% |
| 3M | +5.8% | -11.6% | +17.4% | +7.1% |
| 6M | +24.9% | -16.8% | +41.6% | +27.2% |
| YTD | +38.9% | +45.9% | -7.0% | +30.0% |
| 1Y | +36.5% | +61.5% | -25.0% | +25.8% |
| 3Y | +98.1% | +23.0% | +75.2% | +85.1% |
| 5Y | +109.3% | -35.8% | +145.2% | +123.1% |
| All | +109.3% | -37.0% | +146.3% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling