+91.5%
CSCO vs FAST
+106.5%
-15.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.0% |
| 7D | +1.9% | +4.2% | -2.2% | +0.4% |
| 30D | -15.8% | +6.7% | -22.5% | -17.9% |
| 3M | -15.4% | +8.0% | -23.4% | -17.9% |
| 6M | -5.4% | +27.4% | -32.8% | -13.9% |
| YTD | +26.5% | +40.5% | -14.0% | +10.1% |
| 1Y | +25.9% | +38.4% | -12.5% | +10.2% |
| 3Y | +97.5% | +98.7% | -1.1% | +44.6% |
| All | +91.5% | +106.5% | -15.0% | +34.3% |
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