+138.6%
FAST vs COMP
-52.8%
+191.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.0% | +1.0% |
| 7D | +3.4% | +9.5% | -6.1% | +2.6% |
| 30D | +5.5% | +8.1% | -2.6% | +4.7% |
| 3M | +7.6% | -16.3% | +23.9% | +8.9% |
| 6M | +19.8% | +42.2% | -22.4% | +15.0% |
| YTD | +35.5% | -5.0% | +40.5% | +33.9% |
| 1Y | +31.6% | +20.1% | +11.5% | +27.4% |
| 3Y | +91.0% | +358.4% | -267.4% | +59.8% |
| 5Y | +105.1% | -21.9% | +127.0% | +82.2% |
| All | +138.6% | -52.8% | +191.3% | +116.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling