+575.3%
FAST vs CG
+290.3%
+285.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +2.1% | -1.2% | +3.3% | +2.3% |
| 30D | +6.9% | +5.0% | +1.9% | +5.2% |
| 3M | +4.8% | -18.2% | +23.0% | +10.3% |
| 6M | +19.8% | -20.7% | +40.5% | +26.5% |
| YTD | +34.9% | -31.4% | +66.3% | +47.3% |
| 1Y | +32.8% | -22.3% | +55.0% | +39.6% |
| 3Y | +93.7% | +50.2% | +43.6% | +59.9% |
| 5Y | +105.3% | -22.1% | +127.4% | +99.5% |
| All | +575.3% | +290.3% | +285.0% | +326.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling