+575.3%
FAST vs M
-4.2%
+579.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.8% |
| 7D | +2.1% | -4.3% | +6.4% | +2.7% |
| 30D | +6.9% | +1.3% | +5.6% | +6.5% |
| 3M | +4.8% | -7.4% | +12.2% | +5.7% |
| 6M | +19.8% | +18.3% | +1.4% | +16.1% |
| YTD | +34.9% | +7.6% | +27.3% | +32.2% |
| 1Y | +32.8% | +17.4% | +15.4% | +28.4% |
| 3Y | +93.7% | +108.4% | -14.6% | +66.0% |
| 5Y | +105.3% | -10.6% | +115.9% | +91.7% |
| All | +575.3% | -4.2% | +579.5% | +460.4% |
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