+499.9%
FAST vs ROL
+214.4%
+285.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -0.4% | -1.4% | +1.1% | +0.3% |
| 30D | -0.8% | -4.1% | +3.3% | +1.0% |
| 3M | +5.8% | -22.5% | +28.3% | +17.5% |
| 6M | +8.0% | -37.7% | +45.6% | +32.0% |
| YTD | +25.6% | -39.6% | +65.2% | +55.2% |
| 1Y | +0.8% | -36.0% | +36.8% | +20.9% |
| 3Y | +86.1% | -5.1% | +91.2% | +82.0% |
| 5Y | +100.2% | -3.4% | +103.6% | +89.1% |
| All | +499.9% | +214.4% | +285.5% | +218.2% |
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