+1,077.0%
TER vs FAST
+541.5%
+535.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.1% | +7.5% |
| 7D | +5.9% | +4.3% | +1.6% | +3.3% |
| 30D | -30.8% | +8.3% | -39.1% | -34.4% |
| 3M | -29.9% | +6.5% | -36.4% | -33.1% |
| 6M | -27.5% | +29.5% | -57.0% | -39.6% |
| YTD | +37.5% | +41.3% | -3.8% | +8.4% |
| 1Y | +50.3% | +37.4% | +12.9% | +20.7% |
| 3Y | +204.9% | +98.5% | +106.4% | +85.6% |
| 5Y | +89.2% | +111.1% | -22.0% | +10.1% |
| 10Y | +1,077.0% | +548.6% | +528.4% | +313.5% |
| All | +1,077.0% | +541.5% | +535.5% | +313.5% |
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