+114.3%
FAST vs FGI
-70.3%
+184.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.7% | -11.6% | +12.3% | +0.7% |
| 30D | +4.6% | -3.3% | +7.9% | +4.6% |
| 3M | +6.4% | +65.6% | -59.2% | +6.2% |
| 6M | +20.6% | -2.8% | +23.4% | +20.6% |
| YTD | +34.7% | +30.1% | +4.5% | +34.2% |
| 1Y | +29.7% | +50.2% | -20.5% | +29.0% |
| 3Y | +89.9% | -0.4% | +90.4% | +90.3% |
| All | +114.3% | -70.3% | +184.7% | +118.8% |
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