+886.2%
TER vs FAST
+586.8%
+299.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -20.5% | +2.1% | -22.5% | -21.6% |
| 30D | -47.0% | +6.9% | -53.9% | -49.5% |
| 3M | -43.3% | +4.8% | -48.1% | -45.4% |
| 6M | -42.9% | +19.8% | -62.7% | -50.0% |
| YTD | +12.9% | +34.9% | -22.0% | -8.2% |
| 1Y | +18.2% | +32.8% | -14.6% | -2.9% |
| 3Y | +151.8% | +93.7% | +58.0% | +56.3% |
| 5Y | +54.2% | +105.3% | -51.1% | -8.1% |
| All | +886.2% | +586.8% | +299.4% | +274.3% |
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