+523.3%
ON vs FAST
+541.9%
-18.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.2% |
| 7D | +12.2% | +4.2% | +8.1% | +9.3% |
| 30D | -3.1% | +6.7% | -9.8% | -7.4% |
| 3M | -12.9% | +8.0% | -20.9% | -17.5% |
| 6M | -38.6% | +27.4% | -66.0% | -48.4% |
| YTD | +31.2% | +40.5% | -9.3% | +2.1% |
| 1Y | +47.6% | +38.4% | +9.3% | +16.1% |
| 3Y | +6.6% | +98.7% | -92.1% | -37.2% |
| 5Y | +21.3% | +106.7% | -85.4% | -31.1% |
| All | +523.3% | +541.9% | -18.5% | +92.1% |
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