+499.9%
FAST vs M
-2.2%
+502.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.4% |
| 7D | -0.4% | +4.7% | -5.1% | -1.0% |
| 30D | -0.8% | -9.6% | +8.9% | +0.7% |
| 3M | +5.8% | +0.9% | +4.9% | +5.3% |
| 6M | +8.0% | +22.3% | -14.3% | +4.3% |
| YTD | +25.6% | +6.5% | +19.1% | +23.7% |
| 1Y | +0.8% | +38.8% | -38.0% | -4.8% |
| 3Y | +86.1% | +115.9% | -29.8% | +58.7% |
| 5Y | +100.2% | +28.6% | +71.6% | +76.6% |
| All | +499.9% | -2.2% | +502.0% | +385.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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