+265.0%
C vs FAST
+86.1%
+178.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +3.6% | -0.4% | +4.0% | +3.8% |
| 30D | +0.1% | -0.8% | +0.8% | +0.2% |
| 3M | +2.4% | +5.8% | -3.3% | -0.2% |
| 6M | +24.9% | +8.0% | +16.9% | +20.2% |
| YTD | +19.8% | +25.6% | -5.8% | +7.7% |
| 1Y | +44.9% | +0.8% | +44.1% | +43.1% |
| All | +265.0% | +86.1% | +178.9% | +189.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling