+547.9%
FAST vs DLTR
+88.8%
+459.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.7% | +2.2% |
| 7D | +3.8% | -1.0% | +4.8% | +3.9% |
| 30D | +8.1% | +15.7% | -7.6% | +5.2% |
| 3M | +5.8% | +4.8% | +1.0% | +4.5% |
| 6M | +24.9% | +45.6% | -20.8% | +15.8% |
| YTD | +38.9% | +11.6% | +27.4% | +34.6% |
| 1Y | +36.5% | +29.8% | +6.7% | +28.5% |
| 3Y | +98.1% | +20.8% | +77.4% | +84.0% |
| 5Y | +109.3% | +23.5% | +85.8% | +88.9% |
| 10Y | +547.9% | +80.5% | +467.4% | +425.7% |
| All | +547.9% | +88.8% | +459.1% | +425.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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