+547.9%
FAST vs IT
+96.9%
+451.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +3.8% | -18.8% | +22.6% | +9.1% |
| 30D | +8.1% | -0.1% | +8.1% | +7.4% |
| 3M | +5.8% | +2.9% | +2.9% | +3.6% |
| 6M | +24.9% | +20.4% | +4.4% | +15.3% |
| YTD | +38.9% | -24.3% | +63.2% | +44.8% |
| 1Y | +36.5% | -17.2% | +53.6% | +38.0% |
| 3Y | +98.1% | -52.4% | +150.5% | +134.0% |
| 5Y | +109.3% | -43.7% | +153.0% | +126.4% |
| 10Y | +547.9% | +90.3% | +457.6% | +330.9% |
| All | +547.9% | +96.9% | +451.0% | +330.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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