+575.3%
FAST vs ROL
+216.1%
+359.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.1% |
| 7D | +2.1% | +9.5% | -7.4% | -1.9% |
| 30D | +6.9% | +22.9% | -16.1% | -2.5% |
| 3M | +4.8% | +3.5% | +1.3% | +2.7% |
| 6M | +19.8% | -29.4% | +49.2% | +38.0% |
| YTD | +34.9% | -36.1% | +70.9% | +61.9% |
| 1Y | +32.8% | -34.4% | +67.1% | +57.3% |
| 3Y | +93.7% | +4.0% | +89.7% | +81.7% |
| 5Y | +105.3% | +13.2% | +92.1% | +79.5% |
| All | +575.3% | +216.1% | +359.2% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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