+547.9%
FAST vs DTE
+138.9%
+409.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.0% |
| 7D | +3.8% | +1.8% | +2.0% | +3.1% |
| 30D | +8.1% | +9.0% | -1.0% | +4.4% |
| 3M | +5.8% | -0.2% | +6.0% | +5.7% |
| 6M | +24.9% | +0.1% | +24.8% | +24.5% |
| YTD | +38.9% | +10.0% | +29.0% | +33.3% |
| 1Y | +36.5% | +4.7% | +31.8% | +33.5% |
| 3Y | +98.1% | +55.7% | +42.5% | +63.6% |
| 5Y | +109.3% | +45.1% | +64.2% | +77.4% |
| 10Y | +547.9% | +145.1% | +402.8% | +382.5% |
| All | +547.9% | +138.9% | +409.0% | +382.5% |
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