+531.8%
FAST vs DRI
+343.2%
+188.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +4.8% | +4.2% | +0.6% | +3.8% |
| 30D | +8.6% | +15.7% | -7.1% | +4.9% |
| 3M | +5.7% | +5.8% | -0.1% | +4.1% |
| 6M | +25.5% | +18.4% | +7.0% | +20.1% |
| YTD | +39.6% | +28.2% | +11.4% | +30.8% |
| 1Y | +35.5% | +35.9% | -0.4% | +25.2% |
| 3Y | +96.2% | +67.7% | +28.5% | +71.1% |
| 5Y | +110.2% | +77.9% | +32.3% | +78.9% |
| 10Y | +531.8% | +338.7% | +193.1% | +334.5% |
| All | +531.8% | +343.2% | +188.6% | +334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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