+107.2%
FAST vs FIVE
+31.2%
+76.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.1% |
| 7D | -0.4% | +4.3% | -4.6% | -0.9% |
| 30D | -0.8% | +12.5% | -13.3% | -2.4% |
| 3M | +5.8% | +31.2% | -25.5% | +1.8% |
| 6M | +8.0% | +14.4% | -6.4% | +5.4% |
| YTD | +25.6% | +33.9% | -8.3% | +19.9% |
| 1Y | +0.8% | +65.1% | -64.2% | -6.8% |
| 3Y | +86.1% | +49.0% | +37.1% | +71.7% |
| All | +107.2% | +31.2% | +76.0% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling