+208.1%
C vs FAST
+91.8%
+116.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -2.4% | +2.1% | -4.5% | -3.2% |
| 30D | -6.0% | +6.9% | -12.9% | -8.5% |
| 3M | -10.5% | +4.8% | -15.4% | -12.4% |
| 6M | -5.7% | +19.8% | -25.5% | -12.9% |
| YTD | +4.1% | +34.9% | -30.8% | -9.4% |
| 1Y | +20.5% | +32.8% | -12.3% | +5.5% |
| 3Y | +208.1% | +93.7% | +114.4% | +136.7% |
| All | +208.1% | +91.8% | +116.3% | +136.7% |
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 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