+1,050.7%
C vs FAST
+76,596.6%
-75,545.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.0% |
| 7D | +1.1% | +3.4% | -2.4% | -0.3% |
| 30D | -2.4% | +5.5% | -7.9% | -4.6% |
| 3M | -8.4% | +7.6% | -15.9% | -11.2% |
| 6M | +0.3% | +19.8% | -19.5% | -7.2% |
| YTD | +9.1% | +35.5% | -26.3% | -4.5% |
| 1Y | +26.0% | +31.6% | -5.6% | +11.6% |
| 3Y | +221.2% | +91.0% | +130.1% | +141.6% |
| 5Y | +120.4% | +105.1% | +15.3% | +58.6% |
| 10Y | +250.6% | +598.2% | -347.6% | +53.1% |
| All | +1,050.7% | +76,596.6% | -75,545.8% | +47.9% |
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