+107.2%
FAST vs FFIV
+91.3%
+15.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.6% |
| 3M | +5.8% | -4.5% | +10.2% | +6.5% |
| 6M | +8.0% | +36.5% | -28.5% | -3.4% |
| YTD | +25.6% | +53.0% | -27.3% | +7.7% |
| 1Y | +0.8% | +24.2% | -23.4% | -8.0% |
| 3Y | +86.1% | +137.2% | -51.1% | +29.0% |
| All | +107.2% | +91.3% | +15.9% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling