+107.2%
FAST vs DECK
+25.5%
+81.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -0.4% | -2.2% | +1.9% | 0.0% |
| 30D | -0.8% | -13.6% | +12.8% | +1.6% |
| 3M | +5.8% | -21.2% | +27.0% | +9.7% |
| 6M | +8.0% | -21.1% | +29.1% | +11.8% |
| YTD | +25.6% | -17.2% | +42.9% | +28.5% |
| 1Y | +0.8% | -30.7% | +31.6% | +5.7% |
| 3Y | +86.1% | -3.4% | +89.5% | +72.3% |
| All | +107.2% | +25.5% | +81.6% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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