+143.5%
FAST vs S
-51.5%
+195.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.3% | +6.4% | +0.7% |
| 7D | +5.0% | +4.1% | +0.9% | +4.6% |
| 30D | +8.6% | -7.2% | +15.7% | +9.1% |
| 3M | +6.9% | 0.0% | +7.0% | +6.3% |
| 6M | +29.6% | +41.6% | -12.0% | +24.2% |
| YTD | +41.4% | +48.6% | -7.2% | +34.3% |
| 1Y | +38.5% | +30.0% | +8.5% | +33.1% |
| 3Y | +98.7% | +42.2% | +56.6% | +85.3% |
| 5Y | +108.0% | -70.8% | +178.8% | +107.0% |
| All | +143.5% | -51.5% | +195.0% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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