+107.2%
FAST vs COMP
-31.2%
+138.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -0.4% | +1.4% | -1.7% | -0.5% |
| 30D | -0.8% | -13.3% | +12.5% | +0.4% |
| 3M | +5.8% | +41.1% | -35.4% | +2.3% |
| 6M | +8.0% | +17.2% | -9.2% | +5.3% |
| YTD | +25.6% | +5.2% | +20.4% | +23.3% |
| 1Y | +0.8% | +18.9% | -18.1% | -2.5% |
| 3Y | +86.1% | +215.9% | -129.8% | +60.0% |
| All | +107.2% | -31.2% | +138.4% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling