+109.3%
FAST vs FDS
-23.2%
+132.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.3% | +3.1% |
| 7D | +3.8% | -5.0% | +8.8% | +5.0% |
| 30D | +8.1% | +13.8% | -5.7% | +4.8% |
| 3M | +5.8% | +14.8% | -9.0% | +2.0% |
| 6M | +24.9% | +47.4% | -22.5% | +12.0% |
| YTD | +38.9% | +14.2% | +24.8% | +34.7% |
| 1Y | +36.5% | +26.6% | +9.8% | +26.2% |
| 3Y | +98.1% | -24.4% | +122.6% | +125.3% |
| 5Y | +109.3% | -22.6% | +132.0% | +131.8% |
| All | +109.3% | -23.2% | +132.5% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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