+148.8%
FAST vs ROIV
+270.3%
-121.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -0.1% |
| 7D | +2.1% | +5.3% | -3.3% | +1.9% |
| 30D | +6.9% | +11.9% | -5.0% | +6.4% |
| 3M | +4.8% | +10.7% | -5.9% | +4.3% |
| 6M | +19.8% | +34.9% | -15.1% | +18.0% |
| YTD | +34.9% | +79.2% | -44.3% | +31.2% |
| 1Y | +32.8% | +89.0% | -56.2% | +28.8% |
| 3Y | +93.7% | +337.3% | -243.6% | +81.6% |
| 5Y | +105.3% | +402.3% | -297.0% | +83.9% |
| All | +148.8% | +270.3% | -121.5% | +124.9% |
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