+157.5%
FAST vs ROIV
+292.3%
-134.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +4.8% | +14.3% | -9.5% | +4.2% |
| 30D | +8.6% | +16.2% | -7.6% | +7.9% |
| 3M | +5.7% | +15.1% | -9.4% | +5.0% |
| 6M | +25.5% | +44.2% | -18.8% | +23.3% |
| YTD | +39.6% | +89.8% | -50.2% | +35.5% |
| 1Y | +35.5% | +94.6% | -59.1% | +31.3% |
| 3Y | +96.2% | +367.5% | -271.3% | +83.4% |
| 5Y | +110.2% | +421.4% | -311.2% | +87.9% |
| All | +157.5% | +292.3% | -134.8% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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