+575.3%
FAST vs LOW
+304.2%
+271.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +2.1% | +7.4% | -5.3% | -1.2% |
| 30D | +6.9% | +24.5% | -17.6% | -3.3% |
| 3M | +4.8% | +3.5% | +1.4% | +2.7% |
| 6M | +19.8% | -2.6% | +22.3% | +20.2% |
| YTD | +34.9% | -4.8% | +39.7% | +36.4% |
| 1Y | +32.8% | -0.8% | +33.6% | +31.6% |
| 3Y | +93.7% | +22.8% | +70.9% | +71.5% |
| 5Y | +105.3% | +5.3% | +100.0% | +91.4% |
| All | +575.3% | +304.2% | +271.1% | +249.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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