+507.7%
FAST vs TRU
+138.6%
+369.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | +0.4% |
| 7D | +1.3% | -7.2% | +8.5% | +3.5% |
| 30D | -4.7% | -2.8% | -1.9% | -4.1% |
| 3M | +7.9% | +13.0% | -5.1% | +3.3% |
| 6M | +7.4% | +0.7% | +6.8% | +5.8% |
| YTD | +25.1% | -9.0% | +34.1% | +26.2% |
| 1Y | +4.7% | -16.3% | +21.0% | +7.8% |
| 3Y | +94.7% | -1.1% | +95.8% | +79.7% |
| 5Y | +106.8% | -36.0% | +142.8% | +121.7% |
| 10Y | +507.7% | +139.9% | +367.8% | +357.0% |
| All | +507.7% | +138.6% | +369.1% | +357.0% |
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