+536.8%
FAST vs FFIV
+126.3%
+410.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | +4.3% | -2.9% | +7.2% | +5.2% |
| 30D | +8.3% | -32.4% | +40.7% | +21.2% |
| 3M | +6.5% | -22.7% | +29.2% | +13.4% |
| 6M | +29.5% | -10.7% | +40.2% | +30.3% |
| YTD | +41.3% | +25.4% | +15.9% | +24.2% |
| 1Y | +37.4% | +34.2% | +3.2% | +17.6% |
| 3Y | +98.5% | +101.2% | -2.7% | +39.5% |
| 5Y | +111.1% | +42.0% | +69.2% | +66.3% |
| All | +536.8% | +126.3% | +410.5% | +292.8% |
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