+0.8%
FAST vs DE
+49.4%
-48.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.4% | +10.0% | -10.4% | -3.6% |
| 30D | -0.8% | +13.3% | -14.1% | -5.0% |
| 3M | +5.8% | +17.5% | -11.8% | -0.3% |
| 6M | +8.0% | +13.6% | -5.6% | +2.6% |
| YTD | +25.6% | +49.8% | -24.2% | +5.5% |
| 1Y | +0.8% | +47.9% | -47.1% | -17.4% |
| All | +0.8% | +49.4% | -48.6% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling