+499.9%
FAST vs PSX
+367.4%
+132.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.4% | +4.5% | -4.9% | -1.3% |
| 30D | -0.8% | +26.6% | -27.4% | -5.4% |
| 3M | +5.8% | +39.3% | -33.5% | -1.3% |
| 6M | +8.0% | +56.8% | -48.8% | -2.1% |
| YTD | +25.6% | +101.8% | -76.2% | +7.9% |
| 1Y | +0.8% | +99.6% | -98.8% | -13.4% |
| 3Y | +86.1% | +140.3% | -54.2% | +50.9% |
| 5Y | +100.2% | +339.3% | -239.1% | +37.7% |
| All | +499.9% | +367.4% | +132.4% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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