+533.3%
FAST vs O
+80.9%
+452.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +4.2% | -0.4% | +4.5% | +4.3% |
| 30D | +6.7% | +7.1% | -0.5% | +4.3% |
| 3M | +8.0% | -5.2% | +13.3% | +9.9% |
| 6M | +27.4% | -1.8% | +29.2% | +28.0% |
| YTD | +40.5% | +9.1% | +31.4% | +36.2% |
| 1Y | +38.4% | +9.7% | +28.7% | +33.9% |
| 3Y | +98.7% | +39.1% | +59.5% | +76.2% |
| 5Y | +106.7% | +8.4% | +98.3% | +98.6% |
| All | +533.3% | +80.9% | +452.5% | +434.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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