+67.8%
B vs FAST
+2.3%
+65.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | +9.4% | -0.8% | +10.2% | +9.5% |
| 3M | +5.0% | +5.8% | -0.8% | +4.2% |
| 6M | -3.5% | +8.0% | -11.5% | -4.8% |
| YTD | +4.5% | +25.6% | -21.2% | +4.2% |
| 1Y | +67.8% | +0.8% | +67.0% | +57.1% |
| All | +67.8% | +2.3% | +65.4% | +57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling