+5,424.3%
FAST vs FE
+567.2%
+4,857.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +3.4% | +1.7% | +1.7% | +2.8% |
| 30D | +5.5% | +8.1% | -2.6% | +2.5% |
| 3M | +7.6% | -1.3% | +8.9% | +8.0% |
| 6M | +19.8% | +2.9% | +16.9% | +18.3% |
| YTD | +35.5% | +8.6% | +26.9% | +30.8% |
| 1Y | +31.6% | +6.3% | +25.3% | +28.0% |
| 3Y | +91.0% | +45.1% | +45.9% | +63.1% |
| 5Y | +105.1% | +47.1% | +58.0% | +73.0% |
| 10Y | +598.2% | +110.6% | +487.6% | +381.5% |
| All | +5,424.3% | +567.2% | +4,857.1% | +2,013.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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