+62.5%
T vs FAST
+546.1%
-483.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.6% | +5.0% | -3.4% | +0.3% |
| 30D | -2.9% | +8.6% | -11.5% | -5.1% |
| 3M | -7.5% | +6.9% | -14.4% | -9.3% |
| 6M | -9.9% | +29.6% | -39.5% | -16.3% |
| YTD | -6.4% | +41.4% | -47.9% | -15.6% |
| 1Y | -9.4% | +38.5% | -47.9% | -17.9% |
| 3Y | +64.9% | +98.7% | -33.9% | +31.9% |
| 5Y | +57.0% | +108.0% | -51.1% | +21.5% |
| All | +62.5% | +546.1% | -483.6% | -7.5% |
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