+54.1%
T vs FAST
+606.6%
-552.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | 0.0% |
| 7D | +1.7% | +3.8% | -2.2% | +0.7% |
| 30D | -1.7% | +8.1% | -9.8% | -3.8% |
| 3M | -7.3% | +5.8% | -13.1% | -8.8% |
| 6M | -11.2% | +24.9% | -36.1% | -16.6% |
| YTD | -8.1% | +38.9% | -47.0% | -16.6% |
| 1Y | -8.0% | +36.5% | -44.5% | -16.2% |
| 3Y | +62.1% | +98.1% | -36.0% | +29.9% |
| 5Y | +55.7% | +109.3% | -53.6% | +20.4% |
| 10Y | +54.1% | +547.9% | -493.8% | -7.6% |
| All | +54.1% | +606.6% | -552.5% | -7.6% |
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