+537.5%
FAST vs FDS
+127.0%
+410.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | +5.0% | -2.6% | +7.6% | +5.9% |
| 30D | +8.6% | +14.1% | -5.5% | +3.4% |
| 3M | +6.9% | +19.8% | -12.9% | -0.7% |
| 6M | +29.6% | +55.0% | -25.4% | +7.3% |
| YTD | +41.4% | +15.9% | +25.5% | +29.7% |
| 1Y | +38.5% | +24.2% | +14.3% | +22.4% |
| 3Y | +98.7% | -24.0% | +122.8% | +117.1% |
| 5Y | +108.0% | -23.3% | +131.4% | +122.5% |
| All | +537.5% | +127.0% | +410.5% | +296.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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