+547.9%
FAST vs RUN
+133.0%
+414.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.2% |
| 7D | +3.8% | +18.1% | -14.2% | +2.3% |
| 30D | +8.1% | +27.5% | -19.4% | +5.7% |
| 3M | +5.8% | -4.5% | +10.3% | +5.8% |
| 6M | +24.9% | -33.3% | +58.2% | +27.9% |
| YTD | +38.9% | -47.1% | +86.0% | +43.1% |
| 1Y | +36.5% | -43.1% | +79.6% | +39.4% |
| 3Y | +98.1% | -3.0% | +101.1% | +70.6% |
| 5Y | +109.3% | -82.6% | +191.9% | +107.4% |
| 10Y | +547.9% | +103.3% | +444.6% | +354.7% |
| All | +547.9% | +133.0% | +414.9% | +354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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