+106.1%
FAST vs DGX
+64.0%
+42.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | -2.2% | +4.0% | +2.5% |
| 30D | -6.4% | -0.9% | -5.5% | -6.2% |
| 3M | +5.3% | +15.6% | -10.3% | +0.4% |
| 6M | +5.4% | +17.8% | -12.4% | -0.3% |
| YTD | +23.6% | +37.5% | -13.9% | +10.7% |
| 1Y | +4.1% | +31.2% | -27.1% | -5.4% |
| 3Y | +92.4% | +96.6% | -4.2% | +48.6% |
| 5Y | +106.1% | +64.9% | +41.2% | +68.4% |
| All | +106.1% | +64.0% | +42.1% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling