+547.9%
FAST vs ROP
+189.6%
+358.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.6% |
| 7D | +3.8% | -1.6% | +5.5% | +4.7% |
| 30D | +8.1% | +29.5% | -21.5% | -7.1% |
| 3M | +5.8% | +17.5% | -11.7% | -4.3% |
| 6M | +24.9% | +38.1% | -13.2% | +1.9% |
| YTD | +38.9% | +7.0% | +31.9% | +30.6% |
| 1Y | +36.5% | +6.5% | +30.0% | +28.6% |
| 3Y | +98.1% | -5.5% | +103.6% | +98.4% |
| 5Y | +109.3% | -0.4% | +109.7% | +100.4% |
| 10Y | +547.9% | +183.6% | +364.3% | +232.3% |
| All | +547.9% | +189.6% | +358.3% | +232.3% |
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