+361.1%
CSCO vs FAST
+492.5%
-131.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.2% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | -10.1% | -0.8% | -9.3% | -9.8% |
| 3M | -15.7% | +5.8% | -21.4% | -17.9% |
| 6M | +36.3% | +8.0% | +28.3% | +30.8% |
| YTD | +43.8% | +25.6% | +18.2% | +28.7% |
| 1Y | +63.9% | +0.8% | +63.1% | +61.5% |
| 3Y | +104.4% | +86.1% | +18.2% | +48.0% |
| 5Y | +111.4% | +100.2% | +11.1% | +45.3% |
| All | +361.1% | +492.5% | -131.4% | +103.6% |
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