+537.5%
FAST vs O
+82.2%
+455.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +5.0% | -0.4% | +5.4% | +5.2% |
| 30D | +8.6% | +8.3% | +0.3% | +5.7% |
| 3M | +6.9% | -4.0% | +10.9% | +8.3% |
| 6M | +29.6% | -2.6% | +32.2% | +30.5% |
| YTD | +41.4% | +9.9% | +31.5% | +36.8% |
| 1Y | +38.5% | +9.8% | +28.7% | +34.0% |
| 3Y | +98.7% | +39.7% | +59.0% | +76.0% |
| 5Y | +108.0% | +9.2% | +98.9% | +99.4% |
| All | +537.5% | +82.2% | +455.3% | +436.5% |
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