+349.4%
FAST vs DT
+76.1%
+273.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +5.0% | +2.7% | +2.3% | +4.5% |
| 30D | +8.6% | -30.4% | +38.9% | +14.9% |
| 3M | +6.9% | -9.4% | +16.3% | +8.1% |
| 6M | +29.6% | +14.5% | +15.1% | +25.0% |
| YTD | +41.4% | +3.6% | +37.8% | +37.9% |
| 1Y | +38.5% | -3.4% | +42.0% | +36.8% |
| 3Y | +98.7% | -11.1% | +109.8% | +96.3% |
| 5Y | +108.0% | -39.5% | +147.5% | +111.4% |
| All | +349.4% | +76.1% | +273.3% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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