+575.3%
FAST vs O
+69.5%
+505.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.4% |
| 7D | +2.1% | +3.7% | -1.6% | +0.9% |
| 30D | +6.9% | +11.2% | -4.3% | +3.3% |
| 3M | +4.8% | -4.0% | +8.8% | +6.1% |
| 6M | +19.8% | -5.2% | +25.0% | +21.6% |
| YTD | +34.9% | +9.5% | +25.4% | +30.7% |
| 1Y | +32.8% | +10.6% | +22.2% | +28.2% |
| 3Y | +93.7% | +38.1% | +55.6% | +72.8% |
| 5Y | +105.3% | +10.2% | +95.1% | +96.5% |
| All | +575.3% | +69.5% | +505.8% | +489.9% |
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