+113.3%
CSCO vs FAST
+100.5%
+12.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.5% |
| 6M | +36.3% | +8.0% | +28.3% | +31.6% |
| YTD | +43.8% | +25.6% | +18.2% | +30.8% |
| 1Y | +63.9% | +0.8% | +63.1% | +62.3% |
| 3Y | +104.4% | +86.1% | +18.2% | +52.8% |
| All | +113.3% | +100.5% | +12.8% | +51.0% |
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