+5,931.9%
FAST vs DGX
+8,858.2%
-2,926.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -0.4% | -2.3% | +2.0% | +0.3% |
| 30D | -0.8% | +0.6% | -1.3% | -1.0% |
| 3M | +5.8% | +21.4% | -15.7% | -0.6% |
| 6M | +8.0% | +14.7% | -6.7% | +3.2% |
| YTD | +25.6% | +38.4% | -12.8% | +12.9% |
| 1Y | +0.8% | +34.0% | -33.2% | -8.6% |
| 3Y | +86.1% | +92.7% | -6.6% | +48.9% |
| 5Y | +100.2% | +67.7% | +32.5% | +66.1% |
| 10Y | +494.2% | +248.0% | +246.2% | +285.0% |
| All | +5,931.9% | +8,858.2% | -2,926.3% | +1,550.8% |
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