+1,000.1%
FLEX vs FAST
+492.5%
+507.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | -0.9% | -0.4% | -0.5% | -0.7% |
| 30D | -10.1% | -0.8% | -9.4% | -9.8% |
| 3M | -31.3% | +5.8% | -37.1% | -33.6% |
| 6M | +71.3% | +8.0% | +63.3% | +63.4% |
| YTD | +81.2% | +25.6% | +55.6% | +58.4% |
| 1Y | +98.5% | +0.8% | +97.7% | +94.4% |
| 3Y | +428.2% | +86.1% | +342.1% | +257.8% |
| 5Y | +657.3% | +100.2% | +557.1% | +385.0% |
| All | +1,000.1% | +492.5% | +507.5% | +352.2% |
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