+105.3%
FAST vs FDS
-23.2%
+128.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +4.2% | +1.5% | +2.7% | +3.8% |
| 30D | +6.7% | +14.8% | -8.2% | +3.2% |
| 3M | +8.0% | +16.3% | -8.2% | +3.9% |
| 6M | +27.4% | +66.2% | -38.8% | +10.8% |
| YTD | +40.5% | +16.2% | +24.3% | +35.7% |
| 1Y | +38.4% | +21.8% | +16.5% | +30.5% |
| 3Y | +98.7% | -23.9% | +122.6% | +126.3% |
| All | +105.3% | -23.2% | +128.5% | +128.4% |
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