+105.3%
FAST vs FIVE
+14.2%
+91.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.1% | -0.3% | +2.4% | +2.1% |
| 30D | +6.9% | +17.7% | -10.8% | +4.6% |
| 3M | +4.8% | +4.0% | +0.9% | +4.1% |
| 6M | +19.8% | +2.6% | +17.2% | +18.7% |
| YTD | +34.9% | +27.6% | +7.3% | +29.5% |
| 1Y | +32.8% | +59.9% | -27.2% | +23.6% |
| 3Y | +93.7% | +35.8% | +58.0% | +82.5% |
| All | +105.3% | +14.2% | +91.2% | +96.3% |
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