-26.3%
U vs FAST
+189.0%
-215.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.5% |
| 7D | +24.4% | +4.8% | +19.6% | +19.3% |
| 30D | +7.4% | +8.6% | -1.2% | -0.7% |
| 3M | +16.8% | +5.7% | +11.1% | +10.5% |
| 6M | +78.8% | +25.5% | +53.3% | +44.0% |
| YTD | +14.0% | +39.6% | -25.6% | -20.4% |
| 1Y | +16.7% | +35.5% | -18.8% | -16.4% |
| 3Y | +86.4% | +96.2% | -9.8% | -19.9% |
| 5Y | -71.5% | +110.2% | -181.7% | -88.9% |
| All | -26.3% | +189.0% | -215.4% | -77.5% |
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