+3,653.2%
FIX vs FAST
+586.8%
+3,066.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.3% | +5.3% |
| 7D | -17.5% | +2.1% | -19.5% | -18.6% |
| 30D | -41.6% | +6.9% | -48.4% | -43.9% |
| 3M | -40.6% | +4.8% | -45.4% | -42.4% |
| 6M | -49.4% | +19.8% | -69.1% | -54.9% |
| YTD | +9.2% | +34.9% | -25.7% | -10.2% |
| 1Y | +6.5% | +32.8% | -26.3% | -11.6% |
| 3Y | +448.7% | +93.7% | +355.0% | +251.3% |
| 5Y | +948.7% | +105.3% | +843.4% | +538.0% |
| All | +3,653.2% | +586.8% | +3,066.4% | +1,116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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