-13.3%
F vs FAST
+111.1%
-124.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | +1.0% | +4.8% | -3.8% | -1.5% |
| 30D | +2.1% | +8.6% | -6.5% | -2.3% |
| 3M | -10.3% | +5.7% | -16.0% | -13.0% |
| 6M | +3.3% | +25.5% | -22.2% | -8.9% |
| YTD | -2.0% | +39.6% | -41.6% | -19.3% |
| 1Y | -2.3% | +35.5% | -37.8% | -18.2% |
| 3Y | +49.9% | +96.2% | -46.3% | -4.9% |
| All | -13.3% | +111.1% | -124.4% | -49.7% |
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