+138.0%
B vs FAST
+103.6%
+34.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +9.6% | +2.1% | +7.5% | +9.2% |
| 30D | +3.5% | +6.9% | -3.4% | +2.1% |
| 3M | -1.6% | +4.8% | -6.4% | -2.6% |
| 6M | -1.7% | +19.8% | -21.4% | -5.3% |
| YTD | -5.3% | +34.9% | -40.2% | -10.9% |
| 1Y | +27.2% | +32.8% | -5.6% | +20.1% |
| 3Y | +166.1% | +93.7% | +72.4% | +126.7% |
| All | +138.0% | +103.6% | +34.4% | +92.5% |
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 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