+20.6%
FAST vs EW
+20.1%
+0.5%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.8% |
| 7D | +0.7% | +6.8% | -6.1% | -0.4% |
| 30D | +4.6% | +16.6% | -11.9% | +2.2% |
| 3M | +6.4% | +13.3% | -7.0% | +4.5% |
| 6M | +20.6% | +21.6% | -1.0% | +18.0% |
| All | +20.6% | +20.1% | +0.5% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 6mo: compounded portfolio wealth divided by compounded EW 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…
6mo analysis · Full analysis span regression · 6 months rolling