+547.9%
FAST vs P
+748.5%
-200.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.3% | -3.3% | +2.2% |
| 7D | +3.8% | -9.6% | +13.5% | +4.9% |
| 30D | +8.1% | -33.4% | +41.5% | +13.1% |
| 3M | +5.8% | +14.2% | -8.4% | +2.5% |
| 6M | +24.9% | +31.6% | -6.7% | +17.3% |
| YTD | +38.9% | +53.5% | -14.6% | +26.7% |
| 1Y | +36.5% | +14.2% | +22.3% | +28.6% |
| 3Y | +98.1% | +190.5% | -92.4% | +50.1% |
| 5Y | +109.3% | +256.3% | -147.0% | +48.1% |
| 10Y | +547.9% | +707.9% | -159.9% | +307.5% |
| All | +547.9% | +748.5% | -200.6% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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