+476.5%
V vs FAST
+546.1%
-69.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.4% | +5.0% | -5.4% | -2.3% |
| 30D | +6.3% | +8.6% | -2.2% | +2.9% |
| 3M | +17.2% | +6.9% | +10.2% | +13.9% |
| 6M | +29.2% | +29.6% | -0.3% | +16.1% |
| YTD | +20.8% | +41.4% | -20.6% | +3.5% |
| 1Y | +25.0% | +38.5% | -13.5% | +8.1% |
| 3Y | +75.3% | +98.7% | -23.5% | +27.5% |
| 5Y | +105.8% | +108.0% | -2.2% | +44.4% |
| All | +476.5% | +546.1% | -69.5% | +171.0% |
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