+31.6%
FAST vs ALL
+42.7%
-11.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.4% |
| 7D | +3.4% | +7.5% | -4.1% | +2.6% |
| 30D | +5.5% | +19.7% | -14.2% | +3.8% |
| 3M | +7.6% | +2.9% | +4.7% | +7.1% |
| 6M | +19.8% | +23.5% | -3.7% | +18.0% |
| YTD | +35.5% | +31.1% | +4.3% | +32.2% |
| 1Y | +31.6% | +40.5% | -8.8% | +26.9% |
| All | +31.6% | +42.7% | -11.1% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling