+537.5%
FAST vs Z
-19.3%
+556.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | +5.0% | -4.9% | +9.9% | +5.7% |
| 30D | +8.6% | +3.0% | +5.6% | +7.7% |
| 3M | +6.9% | -13.4% | +20.3% | +8.2% |
| 6M | +29.6% | -27.3% | +56.9% | +34.0% |
| YTD | +41.4% | -57.8% | +99.2% | +56.7% |
| 1Y | +38.5% | -60.0% | +98.5% | +54.5% |
| 3Y | +98.7% | -21.5% | +120.3% | +95.7% |
| 5Y | +108.0% | -55.0% | +163.0% | +112.9% |
| All | +537.5% | -19.3% | +556.7% | +445.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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