+38.5%
FAST vs FIVE
+63.0%
-24.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +5.0% | +2.4% | +2.6% | +4.7% |
| 30D | +8.6% | +15.8% | -7.3% | +7.0% |
| 3M | +6.9% | +3.8% | +3.1% | +6.3% |
| 6M | +29.6% | +18.5% | +11.1% | +26.6% |
| YTD | +41.4% | +31.2% | +10.2% | +34.9% |
| 1Y | +38.5% | +61.8% | -23.3% | +24.7% |
| All | +38.5% | +63.0% | -24.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling