+547.9%
FAST vs DD
+105.4%
+442.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.9% | -2.9% | +0.8% |
| 7D | +3.8% | +9.8% | -6.0% | 0.0% |
| 30D | +8.1% | +19.3% | -11.3% | +0.8% |
| 3M | +5.8% | +9.4% | -3.6% | +1.8% |
| 6M | +24.9% | +4.8% | +20.1% | +21.6% |
| YTD | +38.9% | +30.2% | +8.7% | +23.8% |
| 1Y | +36.5% | +32.2% | +4.3% | +20.8% |
| 3Y | +98.1% | +93.1% | +5.0% | +45.7% |
| 5Y | +109.3% | +68.0% | +41.3% | +59.4% |
| 10Y | +547.9% | +98.5% | +449.4% | +315.9% |
| All | +547.9% | +105.4% | +442.5% | +315.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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