+524.8%
FAST vs DGX
+249.5%
+275.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | -0.4% | -3.5% | +3.0% | +0.9% |
| 30D | -6.4% | -2.7% | -3.8% | -5.5% |
| 3M | +7.1% | +13.9% | -6.8% | +1.7% |
| 6M | +7.0% | +16.0% | -9.0% | +0.8% |
| YTD | +24.1% | +34.9% | -10.8% | +10.0% |
| 1Y | +4.4% | +30.6% | -26.2% | -6.5% |
| 3Y | +93.2% | +93.0% | +0.2% | +45.5% |
| 5Y | +106.4% | +64.4% | +41.9% | +63.9% |
| All | +524.8% | +249.5% | +275.3% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling