+499.9%
FAST vs O
+52.9%
+446.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.0% |
| 7D | -0.4% | -0.7% | +0.4% | -0.1% |
| 30D | -0.8% | -1.9% | +1.1% | -0.2% |
| 3M | +5.8% | +3.8% | +1.9% | +4.4% |
| 6M | +8.0% | -4.7% | +12.7% | +9.5% |
| YTD | +25.6% | +12.5% | +13.2% | +20.8% |
| 1Y | +0.8% | +10.8% | -10.0% | -2.8% |
| 3Y | +86.1% | +28.8% | +57.3% | +69.6% |
| 5Y | +100.2% | +13.2% | +87.0% | +90.0% |
| All | +499.9% | +52.9% | +446.9% | +428.3% |
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