+1,021.0%
FAST vs CBOE
+1,045.3%
-24.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | -3.6% | +3.3% | +0.5% |
| 30D | -0.8% | +5.1% | -5.9% | -2.0% |
| 3M | +5.8% | +4.6% | +1.1% | +4.0% |
| 6M | +8.0% | -0.3% | +8.2% | +6.6% |
| YTD | +25.6% | +19.8% | +5.9% | +18.2% |
| 1Y | +0.8% | +28.4% | -27.5% | -7.0% |
| 3Y | +86.1% | +104.1% | -18.0% | +48.7% |
| 5Y | +100.2% | +150.9% | -50.7% | +49.5% |
| 10Y | +494.2% | +393.5% | +100.7% | +251.1% |
| All | +1,021.0% | +1,045.3% | -24.4% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 all: compounded portfolio wealth divided by compounded CBOE 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…
all analysis · Full analysis span regression · 6 months rolling