+105.3%
FAST vs DRI
+78.6%
+26.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +4.2% | +1.1% | +3.1% | +3.8% |
| 30D | +6.7% | +9.7% | -3.0% | +3.7% |
| 3M | +8.0% | +3.2% | +4.9% | +6.8% |
| 6M | +27.4% | +20.6% | +6.9% | +19.7% |
| YTD | +40.5% | +28.3% | +12.2% | +28.7% |
| 1Y | +38.4% | +34.5% | +3.8% | +24.7% |
| 3Y | +98.7% | +66.5% | +32.1% | +63.9% |
| All | +105.3% | +78.6% | +26.7% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling