+710.4%
B vs FAST
+76,596.6%
-75,886.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +8.2% |
| 7D | +1.1% | +3.4% | -2.3% | +0.8% |
| 30D | +0.3% | +5.5% | -5.2% | -0.1% |
| 3M | +5.4% | +7.6% | -2.2% | +4.8% |
| 6M | +5.5% | +19.8% | -14.3% | +3.9% |
| YTD | -6.3% | +35.5% | -41.8% | -8.7% |
| 1Y | +29.4% | +31.6% | -2.3% | +26.4% |
| 3Y | +160.3% | +91.0% | +69.2% | +146.1% |
| 5Y | +144.6% | +105.1% | +39.5% | +129.2% |
| 10Y | +169.3% | +598.2% | -428.9% | +127.2% |
| All | +710.4% | +76,596.6% | -75,886.1% | +577.0% |
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