+93.7%
FAST vs DG
+19.3%
+74.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.4% |
| 7D | +2.1% | +1.1% | +1.0% | +2.0% |
| 30D | +6.9% | +9.5% | -2.6% | +6.2% |
| 3M | +4.8% | +5.5% | -0.6% | +4.4% |
| 6M | +19.8% | +16.1% | +3.7% | +18.4% |
| YTD | +34.9% | +2.7% | +32.2% | +34.3% |
| 1Y | +32.8% | +42.1% | -9.3% | +30.3% |
| 3Y | +93.7% | +19.3% | +74.5% | +90.9% |
| All | +93.7% | +19.3% | +74.5% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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