+548.6%
FAST vs TRU
+186.2%
+362.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +8.3% | +24.3% | -15.9% | +1.0% |
| 3M | +6.5% | +2.3% | +4.2% | +4.9% |
| 6M | +29.5% | +17.7% | +11.8% | +21.4% |
| YTD | +41.3% | -3.8% | +45.0% | +39.3% |
| 1Y | +37.4% | -0.3% | +37.7% | +33.8% |
| 3Y | +98.5% | +58.4% | +40.1% | +55.7% |
| 5Y | +111.1% | -24.0% | +135.1% | +111.4% |
| 10Y | +548.6% | +187.9% | +360.6% | +362.4% |
| All | +548.6% | +186.2% | +362.4% | +362.4% |
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