+106.4%
CSCO vs FAST
+86.1%
+20.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.3% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | -10.1% | -0.8% | -9.3% | -9.9% |
| 3M | -15.7% | +5.8% | -21.4% | -17.1% |
| 6M | +36.3% | +8.0% | +28.3% | +32.8% |
| YTD | +43.8% | +25.6% | +18.2% | +33.9% |
| 1Y | +63.9% | +0.8% | +63.1% | +63.0% |
| All | +106.4% | +86.1% | +20.3% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling