+590.3%
FAST vs TRU
+251.7%
+338.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.3% |
| 7D | +3.8% | +4.9% | -1.1% | +2.4% |
| 30D | +8.1% | +26.9% | -18.9% | +0.3% |
| 3M | +5.8% | +4.0% | +1.8% | +3.7% |
| 6M | +24.9% | +15.8% | +9.0% | +17.7% |
| YTD | +38.9% | -2.6% | +41.5% | +36.5% |
| 1Y | +36.5% | +3.9% | +32.6% | +31.2% |
| 3Y | +98.1% | +59.2% | +38.9% | +56.7% |
| 5Y | +109.3% | -25.7% | +135.0% | +110.3% |
| 10Y | +547.9% | +179.3% | +368.6% | +330.9% |
| All | +590.3% | +251.7% | +338.7% | +343.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling