+499.9%
FAST vs DRI
+361.6%
+138.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -0.4% | +0.6% | -0.9% | -0.5% |
| 30D | -0.8% | +3.8% | -4.6% | -1.8% |
| 3M | +5.8% | +13.0% | -7.3% | +2.5% |
| 6M | +8.0% | +8.3% | -0.3% | +5.5% |
| YTD | +25.6% | +20.6% | +5.0% | +19.5% |
| 1Y | +0.8% | +6.5% | -5.6% | -1.5% |
| 3Y | +86.1% | +53.7% | +32.4% | +65.4% |
| 5Y | +100.2% | +72.7% | +27.5% | +71.4% |
| All | +499.9% | +361.6% | +138.3% | +273.6% |
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