+537.5%
FAST vs INDA
+115.8%
+421.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +5.0% | +3.1% | +2.0% | +3.6% |
| 30D | +8.6% | +9.1% | -0.6% | +4.3% |
| 3M | +6.9% | +3.2% | +3.7% | +5.2% |
| 6M | +29.6% | +8.5% | +21.1% | +24.6% |
| YTD | +41.4% | -4.6% | +46.0% | +44.0% |
| 1Y | +38.5% | -5.5% | +44.0% | +41.5% |
| 3Y | +98.7% | +16.7% | +82.0% | +83.1% |
| 5Y | +108.0% | +9.0% | +99.1% | +96.5% |
| All | +537.5% | +115.8% | +421.6% | +349.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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