+575.3%
FAST vs ACWI
+219.0%
+356.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | -2.4% | +4.4% | +4.2% |
| 30D | +6.9% | -5.2% | +12.1% | +11.9% |
| 3M | +4.8% | -4.8% | +9.7% | +9.3% |
| 6M | +19.8% | -1.3% | +21.1% | +20.4% |
| YTD | +34.9% | +8.4% | +26.5% | +24.1% |
| 1Y | +32.8% | +11.0% | +21.8% | +19.4% |
| 3Y | +93.7% | +70.6% | +23.2% | +15.0% |
| 5Y | +105.3% | +55.3% | +50.0% | +32.7% |
| All | +575.3% | +219.0% | +356.3% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling