+575.3%
FAST vs DRI
+367.2%
+208.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +2.1% | +2.8% | -0.7% | +1.4% |
| 30D | +6.9% | +13.3% | -6.4% | +3.7% |
| 3M | +4.8% | +8.2% | -3.3% | +2.7% |
| 6M | +19.8% | +17.5% | +2.2% | +14.8% |
| YTD | +34.9% | +26.9% | +8.0% | +26.6% |
| 1Y | +32.8% | +31.6% | +1.2% | +23.5% |
| 3Y | +93.7% | +67.0% | +26.8% | +68.9% |
| 5Y | +105.3% | +72.9% | +32.4% | +75.5% |
| All | +575.3% | +367.2% | +208.2% | +319.6% |
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