+537.5%
FAST vs ITW
+191.9%
+345.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | +5.0% | +0.5% | +4.5% | +4.7% |
| 30D | +8.6% | +7.7% | +0.9% | +2.9% |
| 3M | +6.9% | -1.3% | +8.2% | +7.7% |
| 6M | +29.6% | +15.5% | +14.1% | +16.6% |
| YTD | +41.4% | +18.6% | +22.8% | +24.5% |
| 1Y | +38.5% | +19.8% | +18.7% | +21.0% |
| 3Y | +98.7% | +32.5% | +66.2% | +60.3% |
| 5Y | +108.0% | +35.3% | +72.7% | +63.5% |
| All | +537.5% | +191.9% | +345.6% | +183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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