+449.7%
V vs FAST
+586.8%
-137.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.2% | +2.1% | +0.1% | +1.4% |
| 30D | +13.6% | +6.9% | +6.7% | +10.6% |
| 3M | +14.3% | +4.8% | +9.5% | +12.0% |
| 6M | +33.1% | +19.8% | +13.3% | +23.4% |
| YTD | +21.2% | +34.9% | -13.7% | +6.1% |
| 1Y | +26.4% | +32.8% | -6.3% | +11.3% |
| 3Y | +77.6% | +93.7% | -16.2% | +31.0% |
| 5Y | +102.6% | +105.3% | -2.7% | +43.5% |
| All | +449.7% | +586.8% | -137.1% | +178.5% |
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