+499.9%
FAST vs FFIV
+214.3%
+285.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.4% | -1.0% | +0.6% | -0.1% |
| 30D | -0.8% | -5.1% | +4.3% | +0.8% |
| 3M | +5.8% | -4.5% | +10.2% | +6.7% |
| 6M | +8.0% | +36.5% | -28.5% | -4.8% |
| YTD | +25.6% | +53.0% | -27.3% | +5.7% |
| 1Y | +0.8% | +24.2% | -23.4% | -9.2% |
| 3Y | +86.1% | +137.2% | -51.1% | +27.0% |
| 5Y | +100.2% | +91.8% | +8.4% | +44.9% |
| All | +499.9% | +214.3% | +285.5% | +251.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling