+537.5%
FAST vs ROP
+183.9%
+353.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.0% | -2.7% | +7.7% | +6.5% |
| 30D | +8.6% | +29.7% | -21.2% | -6.7% |
| 3M | +6.9% | +21.2% | -14.3% | -4.9% |
| 6M | +29.6% | +48.3% | -18.7% | +1.5% |
| YTD | +41.4% | +8.4% | +33.0% | +32.0% |
| 1Y | +38.5% | +6.0% | +32.5% | +31.1% |
| 3Y | +98.7% | -5.6% | +104.3% | +99.5% |
| 5Y | +108.0% | +1.3% | +106.8% | +97.4% |
| All | +537.5% | +183.9% | +353.5% | +245.5% |
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