+55.5%
T vs FAST
+586.8%
-531.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +1.0% | +2.1% | -1.1% | +0.5% |
| 30D | -10.6% | +6.9% | -17.5% | -12.2% |
| 3M | -7.7% | +4.8% | -12.6% | -9.0% |
| 6M | -13.3% | +19.8% | -33.1% | -17.7% |
| YTD | -8.8% | +34.9% | -43.7% | -16.6% |
| 1Y | -8.4% | +32.8% | -41.2% | -16.0% |
| 3Y | +59.6% | +93.7% | -34.1% | +28.8% |
| 5Y | +52.1% | +105.3% | -53.2% | +18.3% |
| All | +55.5% | +586.8% | -531.3% | -8.4% |
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