+547.9%
FAST vs FLR
+17.5%
+530.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.3% | -5.3% | +2.0% |
| 7D | +3.8% | +8.5% | -4.7% | +2.8% |
| 30D | +8.1% | -0.7% | +8.8% | +8.0% |
| 3M | +5.8% | -11.7% | +17.5% | +7.0% |
| 6M | +24.9% | +16.2% | +8.6% | +21.7% |
| YTD | +38.9% | +27.0% | +11.9% | +33.4% |
| 1Y | +36.5% | +10.1% | +26.4% | +33.2% |
| 3Y | +98.1% | +46.2% | +52.0% | +82.4% |
| 5Y | +109.3% | +121.4% | -12.1% | +81.0% |
| 10Y | +547.9% | +11.0% | +536.9% | +546.5% |
| All | +547.9% | +17.5% | +530.4% | +546.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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