+306.4%
CSCO vs FAST
+586.8%
-280.4%
-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 | -22.1% | +4.8% | -26.9% | -23.8% |
| 6M | +3.2% | +19.8% | -16.6% | -5.1% |
| YTD | +24.1% | +34.9% | -10.8% | +7.5% |
| 1Y | +34.6% | +32.8% | +1.8% | +17.2% |
| 3Y | +90.0% | +93.7% | -3.8% | +35.5% |
| 5Y | +88.6% | +105.3% | -16.7% | +28.4% |
| All | +306.4% | +586.8% | -280.4% | +76.5% |
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