+452.4%
ON vs FAST
+586.8%
-134.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -11.7% | +2.1% | -13.7% | -12.9% |
| 30D | -23.3% | +6.9% | -30.2% | -26.9% |
| 3M | -19.2% | +4.8% | -24.0% | -21.9% |
| 6M | -40.1% | +19.8% | -59.9% | -47.5% |
| YTD | +16.9% | +34.9% | -18.0% | -6.4% |
| 1Y | +29.7% | +32.8% | -3.0% | +5.0% |
| 3Y | -4.4% | +93.7% | -98.2% | -42.5% |
| 5Y | +7.1% | +105.3% | -98.2% | -38.4% |
| All | +452.4% | +586.8% | -134.4% | +89.1% |
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