+992.7%
C vs FAST
+76,149.7%
-75,157.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.5% | -4.8% |
| 7D | -5.3% | +0.7% | -6.0% | -5.5% |
| 30D | -7.3% | +4.6% | -12.0% | -9.1% |
| 3M | -13.5% | +6.4% | -19.8% | -15.8% |
| 6M | -6.5% | +20.6% | -27.1% | -13.8% |
| YTD | +3.6% | +34.7% | -31.1% | -9.0% |
| 1Y | +18.9% | +29.7% | -10.8% | +6.0% |
| 3Y | +205.0% | +89.9% | +115.0% | +130.0% |
| 5Y | +109.4% | +105.0% | +4.4% | +50.7% |
| 10Y | +232.9% | +594.2% | -361.3% | +45.8% |
| All | +992.7% | +76,149.7% | -75,157.0% | +40.8% |
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