+16.4%
B vs FAST
+36.9%
-20.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.5% | -6.6% | -6.2% |
| 7D | +7.1% | +4.8% | +2.3% | +5.8% |
| 30D | -3.3% | +8.6% | -11.9% | -5.5% |
| 3M | -2.5% | +5.7% | -8.2% | -4.0% |
| 6M | -7.2% | +25.5% | -32.7% | -12.9% |
| YTD | -7.4% | +39.6% | -47.0% | -14.0% |
| 1Y | +16.4% | +35.5% | -19.0% | +8.3% |
| All | +16.4% | +36.9% | -20.4% | +8.3% |
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