+509.1%
FAST vs ROP
+140.4%
+368.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.3% | +2.8% |
| 7D | -0.4% | -4.4% | +4.1% | +2.2% |
| 30D | -0.8% | +3.2% | -4.0% | -2.8% |
| 3M | +5.8% | +23.1% | -17.3% | -7.0% |
| 6M | +8.0% | +13.3% | -5.3% | -1.2% |
| YTD | +25.6% | -7.9% | +33.5% | +29.4% |
| 1Y | +0.8% | -22.1% | +22.9% | +15.1% |
| 3Y | +86.1% | -16.8% | +102.9% | +101.0% |
| 5Y | +100.2% | -13.5% | +113.7% | +108.9% |
| All | +509.1% | +140.4% | +368.7% | +214.3% |
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