-27.4%
U vs FAST
+192.4%
-219.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -2.4% |
| 7D | +16.9% | +4.3% | +12.6% | +12.6% |
| 30D | +6.4% | +8.3% | -2.0% | -1.4% |
| 3M | +13.2% | +6.5% | +6.7% | +6.4% |
| 6M | +84.8% | +29.5% | +55.3% | +44.6% |
| YTD | +12.4% | +41.3% | -28.9% | -22.3% |
| 1Y | +19.8% | +37.4% | -17.6% | -15.3% |
| 3Y | +83.8% | +98.5% | -14.7% | -21.8% |
| 5Y | -72.7% | +111.1% | -183.9% | -89.5% |
| All | -27.4% | +192.4% | -219.8% | -78.0% |
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