+5,983.9%
FAST vs FDS
+9,502.8%
-3,518.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.9% |
| 7D | -0.4% | -1.9% | +1.5% | +0.2% |
| 30D | -0.8% | +9.0% | -9.8% | -3.7% |
| 3M | +5.8% | +18.9% | -13.1% | -0.8% |
| 6M | +8.0% | +35.1% | -27.1% | -4.3% |
| YTD | +25.6% | +5.5% | +20.1% | +19.5% |
| 1Y | +0.8% | -16.8% | +17.6% | +2.7% |
| 3Y | +86.1% | -28.1% | +114.2% | +97.4% |
| 5Y | +100.2% | -17.4% | +117.6% | +101.7% |
| 10Y | +494.2% | +85.4% | +408.7% | +355.4% |
| All | +5,983.9% | +9,502.8% | -3,518.9% | +1,686.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling