+507.7%
FAST vs DTE
+138.6%
+369.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +1.3% | +0.9% | +0.4% | +0.9% |
| 30D | -4.7% | -1.9% | -2.9% | -4.1% |
| 3M | +7.9% | -3.3% | +11.3% | +9.3% |
| 6M | +7.4% | -7.1% | +14.6% | +10.4% |
| YTD | +25.1% | +8.1% | +17.0% | +21.0% |
| 1Y | +4.7% | +5.3% | -0.6% | +2.3% |
| 3Y | +94.7% | +48.2% | +46.5% | +64.2% |
| 5Y | +106.8% | +33.2% | +73.5% | +81.6% |
| 10Y | +507.7% | +137.5% | +370.2% | +345.9% |
| All | +507.7% | +138.6% | +369.1% | +345.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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