+1,381.0%
NET vs FAST
+277.7%
+1,103.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.5% |
| 7D | -16.4% | +3.4% | -19.8% | -18.0% |
| 30D | -25.8% | +5.5% | -31.3% | -28.3% |
| 3M | -11.5% | +7.6% | -19.1% | -15.4% |
| 6M | +18.9% | +19.8% | -0.9% | +5.8% |
| YTD | +35.2% | +35.5% | -0.2% | +8.6% |
| 1Y | +14.5% | +31.6% | -17.2% | -6.5% |
| 3Y | +313.8% | +91.0% | +222.8% | +147.3% |
| 5Y | +32.6% | +105.1% | -72.5% | -24.9% |
| All | +1,381.0% | +277.7% | +1,103.3% | +578.0% |
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