+512.8%
F vs FAST
+76,149.7%
-75,636.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | +2.0% | +4.6% | -2.6% | +0.5% |
| 3M | -10.4% | +6.4% | -16.7% | -12.3% |
| 6M | +9.7% | +20.6% | -10.9% | +2.9% |
| YTD | -1.2% | +34.7% | -35.9% | -11.0% |
| 1Y | 0.0% | +29.7% | -29.6% | -8.8% |
| 3Y | +41.1% | +89.9% | -48.8% | +12.2% |
| 5Y | -11.4% | +105.0% | -116.4% | -31.2% |
| 10Y | +85.0% | +594.2% | -509.2% | -3.6% |
| All | +512.8% | +76,149.7% | -75,636.9% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling