+548.6%
FAST vs M
-5.1%
+553.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.3% |
| 7D | +4.3% | -3.3% | +7.6% | +4.7% |
| 30D | +8.3% | +8.1% | +0.2% | +6.9% |
| 3M | +6.5% | +2.2% | +4.3% | +5.8% |
| 6M | +29.5% | +35.1% | -5.6% | +23.1% |
| YTD | +41.3% | +15.8% | +25.4% | +37.0% |
| 1Y | +37.4% | +25.8% | +11.6% | +31.5% |
| 3Y | +98.5% | +156.2% | -57.7% | +65.1% |
| 5Y | +111.1% | -2.4% | +113.5% | +94.6% |
| 10Y | +548.6% | -7.1% | +555.7% | +427.9% |
| All | +548.6% | -5.1% | +553.7% | +427.9% |
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