+520.4%
ON vs FAST
+534.0%
-13.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | -4.1% | +4.8% | -8.9% | -7.0% |
| 30D | -10.2% | +8.6% | -18.8% | -15.3% |
| 3M | -12.7% | +5.7% | -18.4% | -16.1% |
| 6M | -32.5% | +25.5% | -58.0% | -42.7% |
| YTD | +28.6% | +39.6% | -11.1% | +0.4% |
| 1Y | +43.4% | +35.5% | +7.9% | +14.3% |
| 3Y | +3.3% | +96.2% | -92.9% | -38.7% |
| 5Y | +22.5% | +110.2% | -87.7% | -31.1% |
| All | +520.4% | +534.0% | -13.5% | +81.2% |
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