+107.2%
FAST vs DD
+61.3%
+45.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -0.4% | -3.5% | +3.2% | +0.8% |
| 30D | -0.8% | -10.3% | +9.5% | +2.7% |
| 3M | +5.8% | -7.5% | +13.3% | +8.2% |
| 6M | +8.0% | -8.0% | +16.0% | +10.1% |
| YTD | +25.6% | +10.5% | +15.2% | +20.4% |
| 1Y | +0.8% | +38.3% | -37.5% | -10.8% |
| 3Y | +86.1% | +42.5% | +43.6% | +58.5% |
| All | +107.2% | +61.3% | +45.9% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling