+6,682.4%
FAST vs DGX
+9,708.6%
-3,026.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +4.3% | +1.2% | +3.1% | +3.9% |
| 30D | +8.3% | +11.2% | -2.9% | +4.8% |
| 3M | +6.5% | +9.3% | -2.9% | +3.4% |
| 6M | +29.5% | +37.4% | -7.8% | +17.0% |
| YTD | +41.3% | +51.6% | -10.3% | +23.3% |
| 1Y | +37.4% | +39.3% | -1.9% | +23.1% |
| 3Y | +98.5% | +106.1% | -7.6% | +55.5% |
| 5Y | +111.1% | +92.2% | +18.9% | +67.7% |
| 10Y | +548.6% | +286.6% | +262.0% | +306.7% |
| All | +6,682.4% | +9,708.6% | -3,026.2% | +1,702.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling