+1,657.0%
FAST vs DG
+635.1%
+1,021.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | 0.0% |
| 7D | +0.7% | +6.1% | -5.4% | -0.7% |
| 30D | +4.6% | +11.9% | -7.3% | +1.9% |
| 3M | +6.4% | +9.3% | -2.9% | +3.9% |
| 6M | +20.6% | +19.1% | +1.5% | +15.1% |
| YTD | +34.7% | +5.9% | +28.7% | +31.4% |
| 1Y | +29.7% | +39.8% | -10.1% | +18.3% |
| 3Y | +89.9% | +23.4% | +66.5% | +69.8% |
| 5Y | +105.0% | -33.3% | +138.2% | +115.3% |
| 10Y | +594.2% | +131.0% | +463.1% | +421.2% |
| All | +1,657.0% | +635.1% | +1,021.9% | +766.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling