-26.6%
U vs FAST
+192.7%
-219.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +2.8% | +5.0% | -2.2% | -1.5% |
| 30D | +7.6% | +8.6% | -0.9% | -0.4% |
| 3M | +12.7% | +6.9% | +5.8% | +5.6% |
| 6M | +87.0% | +29.6% | +57.4% | +46.3% |
| YTD | +13.6% | +41.4% | -27.8% | -21.6% |
| 1Y | +25.3% | +38.5% | -13.2% | -12.1% |
| 3Y | +85.8% | +98.7% | -13.0% | -21.0% |
| 5Y | -74.5% | +108.0% | -182.5% | -90.1% |
| All | -26.6% | +192.7% | -219.3% | -77.8% |
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