+100.0%
FAST vs DOW
-19.8%
+119.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | +5.0% | +3.7% | +1.4% | +4.6% |
| 30D | +8.6% | +16.3% | -7.7% | +6.5% |
| 3M | +6.9% | +9.7% | -2.8% | +5.5% |
| 6M | +29.6% | -14.1% | +43.7% | +32.2% |
| YTD | +41.4% | +46.6% | -5.2% | +29.1% |
| 1Y | +38.5% | +56.8% | -18.3% | +24.7% |
| All | +100.0% | -19.8% | +119.8% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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