+304.8%
CSCO vs FAST
+586.8%
-282.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -10.2% | +2.1% | -12.3% | -11.0% |
| 30D | -20.1% | +6.9% | -26.9% | -22.4% |
| 3M | -22.4% | +4.8% | -27.2% | -24.1% |
| 6M | +2.8% | +19.8% | -17.0% | -5.5% |
| YTD | +23.6% | +34.9% | -11.3% | +7.1% |
| 1Y | +34.0% | +32.8% | +1.3% | +16.8% |
| 3Y | +89.3% | +93.7% | -4.5% | +34.9% |
| 5Y | +87.9% | +105.3% | -17.5% | +27.9% |
| All | +304.8% | +586.8% | -282.0% | +75.8% |
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 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