+547.9%
FAST vs USFR
+28.5%
+519.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +3.8% | +0.1% | +3.8% | +3.8% |
| 30D | +8.1% | +0.4% | +7.7% | +7.7% |
| 3M | +5.8% | +1.1% | +4.7% | +4.8% |
| 6M | +24.9% | +2.0% | +22.8% | +22.5% |
| YTD | +38.9% | +3.4% | +35.5% | +34.4% |
| 1Y | +36.5% | +4.1% | +32.4% | +31.2% |
| 3Y | +98.1% | +14.3% | +83.8% | +72.6% |
| 5Y | +109.3% | +21.3% | +88.0% | +70.1% |
| 10Y | +547.9% | +28.5% | +519.4% | +406.7% |
| All | +547.9% | +28.5% | +519.4% | +406.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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