+533.3%
FAST vs DTE
+152.1%
+381.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +4.2% | +3.4% | +0.7% | +2.8% |
| 30D | +6.7% | +8.9% | -2.2% | +3.1% |
| 3M | +8.0% | +1.1% | +7.0% | +7.5% |
| 6M | +27.4% | +0.1% | +27.3% | +27.1% |
| YTD | +40.5% | +11.1% | +29.4% | +34.3% |
| 1Y | +38.4% | +4.9% | +33.4% | +35.2% |
| 3Y | +98.7% | +58.6% | +40.1% | +62.8% |
| 5Y | +106.7% | +47.3% | +59.4% | +74.2% |
| All | +533.3% | +152.1% | +381.2% | +365.2% |
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