+31.6%
FAST vs CAPR
+47.4%
-15.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.3% | -6.6% | +1.7% |
| 7D | +3.4% | +43.2% | -39.8% | +3.3% |
| 30D | +5.5% | +14.7% | -9.1% | +5.5% |
| 3M | +7.6% | +113.9% | -106.3% | +7.2% |
| 6M | +19.8% | -73.4% | +93.2% | +20.1% |
| YTD | +35.5% | -69.1% | +104.5% | +35.6% |
| 1Y | +31.6% | +47.2% | -15.6% | +29.2% |
| All | +31.6% | +47.4% | -15.8% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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