+107.2%
FAST vs DE
+92.1%
+15.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.4% | +10.0% | -10.4% | -3.4% |
| 30D | -0.8% | +13.3% | -14.1% | -4.8% |
| 3M | +5.8% | +17.5% | -11.8% | +0.1% |
| 6M | +8.0% | +13.6% | -5.6% | +3.1% |
| YTD | +25.6% | +49.8% | -24.2% | +9.6% |
| 1Y | +0.8% | +47.9% | -47.1% | -11.8% |
| 3Y | +86.1% | +72.5% | +13.6% | +54.0% |
| All | +107.2% | +92.1% | +15.0% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling