+548.6%
FAST vs OMC
+57.3%
+491.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +4.3% | +1.6% | +2.7% | +3.7% |
| 30D | +8.3% | +15.3% | -7.0% | +2.9% |
| 3M | +6.5% | +4.5% | +2.0% | +4.5% |
| 6M | +29.5% | +20.8% | +8.7% | +20.1% |
| YTD | +41.3% | +13.5% | +27.8% | +32.4% |
| 1Y | +37.4% | +25.2% | +12.2% | +23.7% |
| 3Y | +98.5% | +30.5% | +68.1% | +72.2% |
| 5Y | +111.1% | +52.7% | +58.4% | +67.4% |
| 10Y | +548.6% | +55.2% | +493.4% | +395.5% |
| All | +548.6% | +57.3% | +491.2% | +395.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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