+90.1%
FAST vs ACWI
+76.1%
+14.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | -0.8% | +0.9% | -1.6% | -1.4% |
| 3M | +5.8% | +2.4% | +3.4% | +4.0% |
| 6M | +8.0% | +12.4% | -4.4% | -0.8% |
| YTD | +25.6% | +15.2% | +10.5% | +13.4% |
| 1Y | +0.8% | +22.7% | -21.9% | -13.3% |
| All | +90.1% | +76.1% | +14.0% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling