+93.7%
FAST vs FFIV
+102.2%
-8.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.1% | -8.1% | +10.2% | +3.3% |
| 30D | +6.9% | -33.4% | +40.3% | +13.1% |
| 3M | +4.8% | -24.7% | +29.6% | +8.3% |
| 6M | +19.8% | -8.8% | +28.6% | +18.4% |
| YTD | +34.9% | +21.8% | +13.1% | +23.6% |
| 1Y | +32.8% | +25.3% | +7.5% | +20.6% |
| 3Y | +93.7% | +101.2% | -7.4% | +48.2% |
| All | +93.7% | +102.2% | -8.5% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling