+528.7%
FAST vs IDXX
+360.5%
+168.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.6% | -5.7% | +5.2% | +1.2% |
| 30D | -5.6% | -11.5% | +6.0% | -2.0% |
| 3M | +6.9% | -9.5% | +16.4% | +10.0% |
| 6M | +7.0% | -16.0% | +23.0% | +12.3% |
| YTD | +24.9% | -25.4% | +50.3% | +35.7% |
| 1Y | +6.5% | -21.8% | +28.2% | +13.2% |
| 3Y | +94.1% | +7.0% | +87.1% | +77.4% |
| 5Y | +107.7% | -26.0% | +133.6% | +110.3% |
| All | +528.7% | +360.5% | +168.2% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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