+507.7%
FAST vs DE
+849.6%
-341.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | -4.7% | +9.6% | -14.4% | -8.5% |
| 3M | +7.9% | +19.0% | -11.0% | +0.2% |
| 6M | +7.4% | +16.1% | -8.6% | +0.4% |
| YTD | +25.1% | +47.0% | -21.9% | +5.9% |
| 1Y | +4.7% | +43.1% | -38.4% | -10.6% |
| 3Y | +94.7% | +77.5% | +17.2% | +49.9% |
| 5Y | +106.8% | +96.4% | +10.4% | +47.0% |
| 10Y | +507.7% | +852.9% | -345.2% | +94.4% |
| All | +507.7% | +849.6% | -341.9% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling