+107.2%
FAST vs DG
-35.0%
+142.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -0.4% | +8.4% | -8.8% | -1.4% |
| 30D | -0.8% | +4.9% | -5.7% | -1.4% |
| 3M | +5.8% | +29.3% | -23.6% | +2.4% |
| 6M | +8.0% | -11.3% | +19.2% | +9.2% |
| YTD | +25.6% | +1.8% | +23.9% | +24.9% |
| 1Y | +0.8% | +25.3% | -24.5% | -2.5% |
| 3Y | +86.1% | +9.1% | +77.0% | +79.6% |
| All | +107.2% | -35.0% | +142.2% | +127.9% |
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 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