+1,683.2%
TER vs FAST
+492.5%
+1,190.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.0% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | -8.3% | -0.8% | -7.5% | -8.0% |
| 3M | -12.2% | +5.8% | -18.0% | -16.1% |
| 6M | +17.1% | +8.0% | +9.1% | +11.1% |
| YTD | +84.7% | +25.6% | +59.0% | +58.1% |
| 1Y | +199.9% | +0.8% | +199.1% | +194.6% |
| 3Y | +232.8% | +86.1% | +146.7% | +112.6% |
| 5Y | +198.6% | +100.2% | +98.4% | +82.4% |
| All | +1,683.2% | +492.5% | +1,190.6% | +574.5% |
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