+35.5%
FAST vs CAPR
+47.8%
-12.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.9% | +10.4% | +0.5% |
| 7D | +4.8% | +7.6% | -2.8% | +4.8% |
| 30D | +8.6% | +13.3% | -4.7% | +8.6% |
| 3M | +5.7% | +130.4% | -124.7% | +5.3% |
| 6M | +25.5% | -70.8% | +96.3% | +25.7% |
| YTD | +39.6% | -69.3% | +108.9% | +39.8% |
| 1Y | +35.5% | +59.5% | -24.0% | +32.9% |
| All | +35.5% | +47.8% | -12.3% | +32.9% |
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