+135.2%
B vs FAST
+102.7%
+32.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +4.3% | +0.7% | +3.7% | +4.2% |
| 30D | -0.9% | +4.6% | -5.6% | -1.9% |
| 3M | -1.4% | +6.4% | -7.7% | -2.6% |
| 6M | +5.0% | +20.6% | -15.6% | +1.0% |
| YTD | -5.8% | +34.7% | -40.5% | -11.3% |
| 1Y | +25.6% | +29.7% | -4.1% | +19.1% |
| 3Y | +161.6% | +89.9% | +71.7% | +123.9% |
| 5Y | +135.2% | +105.0% | +30.3% | +90.3% |
| All | +135.2% | +102.7% | +32.6% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling