+99.8%
FAST vs DGX
+106.0%
-6.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +4.3% | +1.2% | +3.1% | +4.0% |
| 30D | +8.3% | +11.2% | -2.9% | +5.7% |
| 3M | +6.5% | +9.3% | -2.9% | +4.2% |
| 6M | +29.5% | +37.4% | -7.8% | +20.1% |
| YTD | +41.3% | +51.6% | -10.3% | +27.6% |
| 1Y | +37.4% | +39.3% | -1.9% | +26.7% |
| All | +99.8% | +106.0% | -6.2% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling