+510.4%
FAST vs LEN
+107.1%
+403.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -0.4% | -3.2% | +2.8% | +0.5% |
| 30D | -0.8% | -4.9% | +4.1% | +0.4% |
| 3M | +5.8% | -8.5% | +14.2% | +7.9% |
| 6M | +8.0% | -20.7% | +28.6% | +14.1% |
| YTD | +25.6% | -17.4% | +43.0% | +31.0% |
| 1Y | +0.8% | -38.2% | +39.1% | +13.0% |
| 3Y | +86.1% | -24.9% | +111.0% | +92.5% |
| 5Y | +100.2% | -11.4% | +111.7% | +93.0% |
| All | +510.4% | +107.1% | +403.2% | +358.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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