+130.7%
C vs FAST
+100.5%
+30.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 3M | +2.4% | +5.8% | -3.3% | -0.2% |
| 6M | +24.9% | +8.0% | +16.9% | +20.1% |
| YTD | +19.8% | +25.6% | -5.8% | +7.7% |
| 1Y | +44.9% | +0.8% | +44.1% | +42.8% |
| 3Y | +263.0% | +86.1% | +176.9% | +174.0% |
| All | +130.7% | +100.5% | +30.1% | +61.3% |
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