+99.1%
FAST vs FGI
-69.8%
+168.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | +1.3% | +5.2% | -3.9% | +1.3% |
| 30D | -4.7% | +65.2% | -70.0% | -4.9% |
| 3M | +7.9% | +30.2% | -22.2% | +7.8% |
| 6M | +7.4% | +87.8% | -80.4% | +6.9% |
| YTD | +25.1% | +32.5% | -7.4% | +24.7% |
| 1Y | +4.7% | +93.6% | -88.9% | +3.8% |
| 3Y | +94.7% | -2.6% | +97.3% | +95.2% |
| All | +99.1% | -69.8% | +168.9% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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