+524.3%
FAST vs TRU
+238.0%
+286.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.7% | +2.5% |
| 7D | -0.4% | -6.8% | +6.4% | +1.7% |
| 30D | -0.8% | 0.0% | -0.8% | -1.0% |
| 3M | +5.8% | +13.3% | -7.5% | +1.2% |
| 6M | +8.0% | +3.4% | +4.6% | +5.6% |
| YTD | +25.6% | -6.4% | +32.0% | +25.6% |
| 1Y | +0.8% | -9.7% | +10.5% | +1.2% |
| 3Y | +86.1% | +0.1% | +86.0% | +71.7% |
| 5Y | +100.2% | -34.0% | +134.2% | +110.8% |
| 10Y | +494.2% | +147.9% | +346.3% | +310.7% |
| All | +524.3% | +238.0% | +286.3% | +307.9% |
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