+546.8%
ON vs FAST
+546.1%
+0.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +17.0% | +5.0% | +12.0% | +13.3% |
| 30D | -3.9% | +8.6% | -12.4% | -9.2% |
| 3M | -11.5% | +6.9% | -18.4% | -15.6% |
| 6M | -29.2% | +29.6% | -58.8% | -41.1% |
| YTD | +36.2% | +41.4% | -5.3% | +5.4% |
| 1Y | +49.6% | +38.5% | +11.1% | +17.5% |
| 3Y | +9.4% | +98.7% | -89.3% | -35.6% |
| 5Y | +25.8% | +108.0% | -82.2% | -28.8% |
| All | +546.8% | +546.1% | +0.7% | +98.4% |
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