+96.2%
FAST vs FIS
-40.9%
+137.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.8% | -27.4% | +32.2% | +8.2% |
| 30D | +8.6% | -16.8% | +25.4% | +9.7% |
| 3M | +5.7% | -32.6% | +38.3% | +10.3% |
| 6M | +25.5% | -33.4% | +58.9% | +30.9% |
| YTD | +39.6% | -56.0% | +95.7% | +60.9% |
| 1Y | +35.5% | -55.1% | +90.6% | +55.1% |
| 3Y | +96.2% | -41.4% | +137.6% | +128.9% |
| All | +96.2% | -40.9% | +137.1% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 3y: compounded portfolio wealth divided by compounded FIS 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…
3y analysis · Full analysis span regression · 6 months rolling