+105.0%
FAST vs ACWI
+55.1%
+49.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +2.4% |
| 7D | +0.7% | -4.0% | +4.7% | +3.8% |
| 30D | +4.6% | -5.8% | +10.5% | +9.4% |
| 3M | +6.4% | -5.0% | +11.4% | +10.4% |
| 6M | +20.6% | +0.7% | +19.9% | +19.2% |
| YTD | +34.7% | +8.4% | +26.2% | +25.0% |
| 1Y | +29.7% | +10.1% | +19.6% | +18.8% |
| 3Y | +89.9% | +70.8% | +19.2% | +18.2% |
| 5Y | +105.0% | +55.4% | +49.6% | +36.4% |
| All | +105.0% | +55.1% | +49.9% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling