+107.2%
FAST vs DT
-27.0%
+134.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -0.4% | -3.3% | +2.9% | +0.1% |
| 30D | -0.8% | +2.0% | -2.8% | -1.2% |
| 3M | +5.8% | +20.0% | -14.2% | +2.3% |
| 6M | +8.0% | +39.3% | -31.3% | +1.1% |
| YTD | +25.6% | +19.8% | +5.9% | +20.7% |
| 1Y | +0.8% | +4.3% | -3.5% | -0.7% |
| 3Y | +86.1% | +7.7% | +78.4% | +79.2% |
| All | +107.2% | -27.0% | +134.2% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling