+531.8%
FAST vs ROST
+317.2%
+214.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +4.8% | +3.2% | +1.6% | +3.7% |
| 30D | +8.6% | +7.4% | +1.2% | +6.2% |
| 3M | +5.7% | -6.1% | +11.7% | +7.4% |
| 6M | +25.5% | +6.2% | +19.2% | +22.4% |
| YTD | +39.6% | +33.4% | +6.2% | +26.8% |
| 1Y | +35.5% | +48.8% | -13.3% | +18.9% |
| 3Y | +96.2% | +99.5% | -3.3% | +54.9% |
| 5Y | +110.2% | +112.7% | -2.5% | +58.4% |
| 10Y | +531.8% | +316.4% | +215.4% | +295.4% |
| All | +531.8% | +317.2% | +214.7% | +295.4% |
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