+111.1%
FAST vs ACWI
+61.3%
+49.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.3% |
| 7D | +4.3% | -0.7% | +4.9% | +4.7% |
| 30D | +8.3% | -2.0% | +10.3% | +9.9% |
| 3M | +6.5% | -2.2% | +8.6% | +8.0% |
| 6M | +29.5% | +1.9% | +27.6% | +27.0% |
| YTD | +41.3% | +12.0% | +29.3% | +27.9% |
| 1Y | +37.4% | +12.5% | +24.9% | +23.8% |
| 3Y | +98.5% | +75.4% | +23.1% | +21.1% |
| 5Y | +111.1% | +61.5% | +49.6% | +35.7% |
| All | +111.1% | +61.3% | +49.8% | +35.7% |
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