+575.3%
FAST vs ROP
+196.0%
+379.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.8% |
| 7D | +2.1% | +2.1% | -0.1% | +0.8% |
| 30D | +6.9% | +32.9% | -26.0% | -9.4% |
| 3M | +4.8% | +20.3% | -15.5% | -6.4% |
| 6M | +19.8% | +36.8% | -17.0% | -1.7% |
| YTD | +34.9% | +8.1% | +26.8% | +26.1% |
| 1Y | +32.8% | +8.3% | +24.5% | +23.9% |
| 3Y | +93.7% | -3.2% | +97.0% | +91.2% |
| 5Y | +105.3% | +1.7% | +103.6% | +94.2% |
| All | +575.3% | +196.0% | +379.3% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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