+3,459.3%
FIX vs FAST
+585.7%
+2,873.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.6% | -11.0% | -11.2% |
| 7D | -27.2% | +0.7% | -27.9% | -27.6% |
| 30D | -46.9% | +4.6% | -51.6% | -48.4% |
| 3M | -44.4% | +6.4% | -50.8% | -46.6% |
| 6M | -50.9% | +20.6% | -71.5% | -56.5% |
| YTD | +3.5% | +34.7% | -31.1% | -14.7% |
| 1Y | -2.1% | +29.7% | -31.8% | -17.5% |
| 3Y | +418.7% | +89.9% | +328.8% | +236.2% |
| 5Y | +894.6% | +105.0% | +789.6% | +505.6% |
| All | +3,459.3% | +585.7% | +2,873.7% | +1,054.8% |
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