+92.6%
FAST vs DE
+75.8%
+16.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.4% | +10.0% | -10.4% | -3.7% |
| 30D | -0.8% | +13.3% | -14.1% | -5.2% |
| 3M | +5.8% | +17.5% | -11.8% | -0.5% |
| 6M | +8.0% | +13.6% | -5.6% | +2.5% |
| YTD | +25.6% | +49.8% | -24.2% | +7.4% |
| 1Y | +0.8% | +47.9% | -47.1% | -13.7% |
| All | +92.6% | +75.8% | +16.9% | +54.4% |
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 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