+2,331.0%
LITE vs FAST
+492.5%
+1,838.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.6% |
| 7D | -1.5% | -0.4% | -1.2% | -1.4% |
| 30D | +6.7% | -0.8% | +7.4% | +7.0% |
| 3M | -6.8% | +5.8% | -12.5% | -10.1% |
| 6M | +29.4% | +8.0% | +21.5% | +23.1% |
| YTD | +139.1% | +25.6% | +113.5% | +108.4% |
| 1Y | +521.0% | +0.8% | +520.2% | +504.3% |
| 3Y | +1,535.3% | +86.1% | +1,449.2% | +1,018.9% |
| 5Y | +889.8% | +100.2% | +789.6% | +539.7% |
| All | +2,331.0% | +492.5% | +1,838.5% | +949.7% |
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