+32.8%
FAST vs ALL
+28.6%
+4.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.6% | +0.7% |
| 7D | +2.1% | -1.9% | +4.0% | +2.3% |
| 30D | +6.9% | +13.8% | -6.9% | +5.6% |
| 3M | +4.8% | -7.0% | +11.8% | +5.6% |
| 6M | +19.8% | +18.0% | +1.7% | +18.2% |
| YTD | +34.9% | +24.2% | +10.7% | +32.0% |
| 1Y | +32.8% | +31.2% | +1.6% | +27.9% |
| All | +32.8% | +28.6% | +4.2% | +27.9% |
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