+107.2%
FAST vs A
-12.8%
+120.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -0.4% | -1.9% | +1.6% | +0.2% |
| 30D | -0.8% | +6.9% | -7.7% | -2.8% |
| 3M | +5.8% | +9.2% | -3.5% | +2.7% |
| 6M | +8.0% | +25.7% | -17.7% | -0.1% |
| YTD | +25.6% | +11.5% | +14.1% | +20.6% |
| 1Y | +0.8% | +18.4% | -17.6% | -5.6% |
| 3Y | +86.1% | +26.6% | +59.5% | +64.7% |
| All | +107.2% | -12.8% | +120.0% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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