+105.3%
FAST vs DOW
-28.2%
+133.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +4.2% | +5.2% | -1.1% | +3.1% |
| 30D | +6.7% | +13.2% | -6.5% | +4.0% |
| 3M | +8.0% | +10.1% | -2.0% | +5.7% |
| 6M | +27.4% | -13.1% | +40.5% | +30.6% |
| YTD | +40.5% | +46.1% | -5.6% | +24.3% |
| 1Y | +38.4% | +50.0% | -11.7% | +21.3% |
| 3Y | +98.7% | -20.2% | +118.9% | +106.5% |
| All | +105.3% | -28.2% | +133.5% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling