+531.8%
FAST vs DD
+100.9%
+430.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +4.8% | +2.2% | +2.6% | +3.9% |
| 30D | +8.6% | +20.7% | -12.1% | +0.9% |
| 3M | +5.7% | +11.3% | -5.6% | +1.1% |
| 6M | +25.5% | +6.0% | +19.5% | +21.7% |
| YTD | +39.6% | +31.7% | +7.9% | +23.9% |
| 1Y | +35.5% | +32.2% | +3.2% | +20.0% |
| 3Y | +96.2% | +92.7% | +3.5% | +44.5% |
| 5Y | +110.2% | +72.1% | +38.1% | +58.6% |
| 10Y | +531.8% | +99.7% | +432.2% | +305.7% |
| All | +531.8% | +100.9% | +430.9% | +305.7% |
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