+509.1%
FAST vs OMC
+35.8%
+473.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +1.6% |
| 7D | -0.4% | -6.4% | +6.0% | +1.9% |
| 30D | -0.8% | +1.1% | -1.9% | -1.3% |
| 3M | +5.8% | +10.4% | -4.7% | +1.6% |
| 6M | +8.0% | -1.7% | +9.7% | +7.8% |
| YTD | +25.6% | +4.4% | +21.2% | +21.5% |
| 1Y | +0.8% | +8.4% | -7.6% | -4.4% |
| 3Y | +86.1% | +14.4% | +71.7% | +69.6% |
| 5Y | +100.2% | +33.9% | +66.3% | +66.6% |
| All | +509.1% | +35.8% | +473.3% | +387.9% |
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