+583.6%
ON vs FAST
+492.5%
+91.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | +2.4% | -0.4% | +2.8% | +2.7% |
| 30D | -3.3% | -0.8% | -2.5% | -2.8% |
| 3M | -43.6% | +5.8% | -49.3% | -46.1% |
| 6M | +19.0% | +8.0% | +11.0% | +11.8% |
| YTD | +37.4% | +25.6% | +11.7% | +15.8% |
| 1Y | +54.8% | +0.8% | +54.0% | +50.5% |
| 3Y | -25.2% | +86.1% | -111.3% | -53.8% |
| 5Y | +62.7% | +100.2% | -37.5% | -4.2% |
| All | +583.6% | +492.5% | +91.1% | +143.3% |
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