+548.6%
FAST vs ROL
+214.5%
+334.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +4.3% | +0.8% | +3.5% | +3.9% |
| 30D | +8.3% | +20.6% | -12.3% | -0.3% |
| 3M | +6.5% | +4.5% | +2.0% | +4.0% |
| 6M | +29.5% | -26.5% | +56.0% | +46.6% |
| YTD | +41.3% | -34.8% | +76.1% | +68.1% |
| 1Y | +37.4% | -33.2% | +70.6% | +61.5% |
| 3Y | +98.5% | +4.5% | +94.1% | +86.1% |
| 5Y | +111.1% | +15.5% | +95.6% | +83.1% |
| 10Y | +548.6% | +217.2% | +331.3% | +257.7% |
| All | +548.6% | +214.5% | +334.1% | +257.7% |
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