+547.9%
FAST vs ROST
+324.5%
+223.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +2.2% |
| 7D | +3.8% | +2.8% | +1.1% | +2.9% |
| 30D | +8.1% | +6.6% | +1.5% | +5.9% |
| 3M | +5.8% | -7.0% | +12.8% | +7.9% |
| 6M | +24.9% | +5.4% | +19.5% | +22.1% |
| YTD | +38.9% | +32.4% | +6.6% | +26.5% |
| 1Y | +36.5% | +48.4% | -11.9% | +19.9% |
| 3Y | +98.1% | +99.5% | -1.3% | +56.5% |
| 5Y | +109.3% | +109.9% | -0.6% | +58.4% |
| 10Y | +547.9% | +315.5% | +232.4% | +306.8% |
| All | +547.9% | +324.5% | +223.4% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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