+284.1%
CME vs FAST
+492.5%
-208.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.5% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +6.2% | -0.8% | +7.0% | +6.4% |
| 3M | +10.4% | +5.8% | +4.7% | +8.5% |
| 6M | -9.5% | +8.0% | -17.5% | -12.0% |
| YTD | +6.0% | +25.6% | -19.6% | -1.4% |
| 1Y | +9.3% | +0.8% | +8.5% | +8.0% |
| 3Y | +57.7% | +86.1% | -28.4% | +26.0% |
| 5Y | +77.7% | +100.2% | -22.5% | +36.4% |
| All | +284.1% | +492.5% | -208.4% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling