+484.0%
V vs FAST
+541.9%
-57.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.6% |
| 7D | +0.9% | +4.2% | -3.2% | -0.7% |
| 30D | +9.0% | +6.7% | +2.3% | +6.2% |
| 3M | +16.7% | +8.0% | +8.7% | +13.0% |
| 6M | +33.4% | +27.4% | +6.0% | +20.6% |
| YTD | +22.4% | +40.5% | -18.1% | +5.2% |
| 1Y | +27.7% | +38.4% | -10.7% | +10.4% |
| 3Y | +78.0% | +98.7% | -20.7% | +29.4% |
| 5Y | +108.5% | +106.7% | +1.8% | +46.6% |
| All | +484.0% | +541.9% | -57.9% | +175.2% |
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