+803.7%
B vs FAST
+71,032.6%
-70,228.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 6M | -3.5% | +8.0% | -11.5% | -4.2% |
| YTD | +4.5% | +25.6% | -21.2% | +2.5% |
| 1Y | +67.8% | +0.8% | +67.0% | +67.3% |
| 3Y | +196.7% | +86.1% | +110.6% | +181.1% |
| 5Y | +151.9% | +100.2% | +51.7% | +136.6% |
| 10Y | +202.2% | +494.2% | -292.0% | +158.2% |
| All | +803.7% | +71,032.6% | -70,228.8% | +659.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling