+556.1%
ON vs FAST
+541.5%
+14.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.2% | +4.6% | +4.9% |
| 7D | +3.3% | +4.3% | -0.9% | +0.6% |
| 30D | -3.1% | +8.3% | -11.4% | -8.4% |
| 3M | -9.2% | +6.5% | -15.7% | -13.2% |
| 6M | -31.4% | +29.5% | -60.9% | -42.9% |
| YTD | +36.0% | +41.3% | -5.3% | +5.3% |
| 1Y | +52.0% | +37.4% | +14.6% | +20.1% |
| 3Y | +9.3% | +98.5% | -89.3% | -35.6% |
| 5Y | +26.5% | +111.1% | -84.6% | -29.1% |
| 10Y | +556.1% | +548.6% | +7.6% | +90.1% |
| All | +556.1% | +541.5% | +14.7% | +90.1% |
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