+547.9%
FAST vs ROL
+222.1%
+325.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +0.9% | +2.1% |
| 7D | +3.8% | +7.5% | -3.7% | +0.6% |
| 30D | +8.1% | +21.1% | -13.1% | -0.7% |
| 3M | +5.8% | +3.1% | +2.6% | +3.9% |
| 6M | +24.9% | -27.4% | +52.3% | +42.2% |
| YTD | +38.9% | -34.7% | +73.6% | +65.2% |
| 1Y | +36.5% | -32.9% | +69.4% | +60.1% |
| 3Y | +98.1% | +6.1% | +92.0% | +84.4% |
| 5Y | +109.3% | +16.3% | +93.0% | +80.9% |
| 10Y | +547.9% | +214.9% | +333.1% | +261.5% |
| All | +547.9% | +222.1% | +325.8% | +261.5% |
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