+5,312.1%
FAST vs FFIV
+5,982.7%
-670.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.2% |
| 7D | +0.7% | -14.2% | +14.9% | +2.8% |
| 30D | +4.6% | -33.6% | +38.3% | +10.3% |
| 3M | +6.4% | -24.2% | +30.6% | +9.9% |
| 6M | +20.6% | -8.3% | +28.9% | +21.0% |
| YTD | +34.7% | +22.1% | +12.5% | +29.2% |
| 1Y | +29.7% | +26.5% | +3.2% | +23.7% |
| 3Y | +89.9% | +102.3% | -12.4% | +68.4% |
| 5Y | +105.0% | +40.6% | +64.3% | +90.2% |
| 10Y | +594.2% | +129.7% | +464.5% | +497.7% |
| All | +5,312.1% | +5,982.7% | -670.6% | +2,724.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling