+93.7%
FAST vs ROST
+95.7%
-2.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.6% |
| 7D | +2.1% | +1.2% | +0.8% | +1.7% |
| 30D | +6.9% | +2.5% | +4.4% | +6.2% |
| 3M | +4.8% | -9.0% | +13.8% | +7.0% |
| 6M | +19.8% | +1.3% | +18.4% | +18.8% |
| YTD | +34.9% | +29.1% | +5.8% | +25.7% |
| 1Y | +32.8% | +45.4% | -12.6% | +20.0% |
| 3Y | +93.7% | +94.9% | -1.1% | +61.5% |
| All | +93.7% | +95.7% | -2.0% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling