+108.0%
FAST vs DG
-34.0%
+142.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | +5.0% | -2.5% | +7.5% | +5.3% |
| 30D | +8.6% | +7.7% | +0.9% | +7.5% |
| 3M | +6.9% | +13.1% | -6.2% | +5.1% |
| 6M | +29.6% | +32.0% | -2.4% | +24.9% |
| YTD | +41.4% | +3.3% | +38.1% | +40.1% |
| 1Y | +38.5% | +31.7% | +6.9% | +33.1% |
| 3Y | +98.7% | +21.7% | +77.1% | +86.7% |
| 5Y | +108.0% | -34.7% | +142.8% | +130.7% |
| All | +108.0% | -34.0% | +142.1% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling