+109.3%
FAST vs FFIV
+42.4%
+66.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.4% |
| 7D | +3.8% | -2.1% | +5.9% | +4.4% |
| 30D | +8.1% | -33.8% | +41.9% | +19.0% |
| 3M | +5.8% | -20.6% | +26.4% | +10.3% |
| 6M | +24.9% | -10.2% | +35.1% | +24.6% |
| YTD | +38.9% | +24.5% | +14.4% | +23.1% |
| 1Y | +36.5% | +29.3% | +7.2% | +19.2% |
| 3Y | +98.1% | +103.8% | -5.6% | +37.9% |
| 5Y | +109.3% | +40.9% | +68.4% | +60.6% |
| All | +109.3% | +42.4% | +66.9% | +60.6% |
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