+77,018.5%
FAST vs DTE
+3,601.1%
+73,417.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +4.8% | +3.5% | +1.3% | +3.2% |
| 30D | +8.6% | +9.5% | -0.9% | +4.4% |
| 3M | +5.7% | +2.5% | +3.1% | +4.4% |
| 6M | +25.5% | +0.6% | +24.9% | +24.8% |
| YTD | +39.6% | +10.5% | +29.1% | +33.2% |
| 1Y | +35.5% | +3.3% | +32.1% | +33.0% |
| 3Y | +96.2% | +56.3% | +39.9% | +58.9% |
| 5Y | +110.2% | +44.9% | +65.3% | +74.8% |
| 10Y | +531.8% | +149.2% | +382.7% | +294.2% |
| All | +77,018.5% | +3,601.1% | +73,417.4% | +17,794.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling