+93.4%
FAST vs ALL
+115.1%
-21.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +0.7% | +4.2% | -3.6% | -0.3% |
| 30D | +4.6% | +18.9% | -14.3% | +0.7% |
| 3M | +6.4% | +1.2% | +5.1% | +5.9% |
| 6M | +20.6% | +23.2% | -2.6% | +14.4% |
| YTD | +34.7% | +30.0% | +4.7% | +25.6% |
| 1Y | +29.7% | +39.6% | -9.9% | +18.4% |
| All | +93.4% | +115.1% | -21.7% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling