+531.8%
FAST vs TRU
+173.7%
+358.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | +4.8% | +4.4% | +0.4% | +3.4% |
| 30D | +8.6% | +25.2% | -16.6% | +1.1% |
| 3M | +5.7% | +3.8% | +1.9% | +3.7% |
| 6M | +25.5% | +14.3% | +11.2% | +18.7% |
| YTD | +39.6% | -3.9% | +43.5% | +37.7% |
| 1Y | +35.5% | +2.6% | +32.9% | +30.7% |
| 3Y | +96.2% | +58.3% | +37.9% | +53.9% |
| 5Y | +110.2% | -25.2% | +135.4% | +111.8% |
| 10Y | +531.8% | +185.5% | +346.3% | +348.4% |
| All | +531.8% | +173.7% | +358.1% | +348.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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