+547.9%
FAST vs FIVE
+596.6%
-48.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | +2.0% |
| 7D | +3.8% | +6.2% | -2.3% | +2.7% |
| 30D | +8.1% | +18.2% | -10.1% | +4.7% |
| 3M | +5.8% | +3.8% | +2.0% | +4.7% |
| 6M | +24.9% | +13.7% | +11.1% | +20.9% |
| YTD | +38.9% | +34.7% | +4.2% | +29.7% |
| 1Y | +36.5% | +66.6% | -30.2% | +22.3% |
| 3Y | +98.1% | +44.3% | +53.9% | +74.2% |
| 5Y | +109.3% | +18.8% | +90.5% | +86.3% |
| 10Y | +547.9% | +569.2% | -21.3% | +299.8% |
| All | +547.9% | +596.6% | -48.7% | +299.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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