+93.7%
FAST vs DE
+82.4%
+11.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | +2.1% | -0.6% | +2.6% | +2.3% |
| 30D | +6.9% | +2.3% | +4.6% | +5.9% |
| 3M | +4.8% | +9.5% | -4.7% | +1.0% |
| 6M | +19.8% | +14.1% | +5.7% | +13.3% |
| YTD | +34.9% | +45.4% | -10.5% | +15.6% |
| 1Y | +32.8% | +42.9% | -10.1% | +14.3% |
| 3Y | +93.7% | +84.8% | +8.9% | +52.7% |
| All | +93.7% | +82.4% | +11.3% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling