+96.9%
CSCO vs FAST
+110.9%
-13.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +4.0% |
| 7D | -2.9% | +3.8% | -6.8% | -4.2% |
| 30D | -16.7% | +8.1% | -24.7% | -19.1% |
| 3M | -18.4% | +5.8% | -24.2% | -20.2% |
| 6M | +2.9% | +24.9% | -21.9% | -5.6% |
| YTD | +30.4% | +38.9% | -8.5% | +14.0% |
| 1Y | +41.4% | +36.5% | +4.9% | +24.4% |
| 3Y | +104.7% | +98.1% | +6.5% | +49.9% |
| 5Y | +96.9% | +109.3% | -12.4% | +36.2% |
| All | +96.9% | +110.9% | -13.9% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling