+507.7%
FAST vs FLR
+18.9%
+488.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.3% | -0.5% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | -4.7% | -0.7% | -4.1% | -4.8% |
| 3M | +7.9% | +14.3% | -6.4% | +5.7% |
| 6M | +7.4% | +25.6% | -18.2% | +3.6% |
| YTD | +25.1% | +42.9% | -17.8% | +18.5% |
| 1Y | +4.7% | +38.7% | -34.0% | -0.8% |
| 3Y | +94.7% | +61.8% | +32.9% | +77.0% |
| 5Y | +106.8% | +254.1% | -147.3% | +69.0% |
| 10Y | +507.7% | +20.0% | +487.6% | +482.7% |
| All | +507.7% | +18.9% | +488.8% | +482.7% |
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