+533.3%
FAST vs FIVE
+868.1%
-334.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.1% |
| 7D | -0.4% | +4.3% | -4.6% | -1.1% |
| 30D | -0.8% | +12.5% | -13.3% | -2.9% |
| 3M | +5.8% | +31.2% | -25.5% | +0.7% |
| 6M | +8.0% | +14.4% | -6.4% | +4.6% |
| YTD | +25.6% | +33.9% | -8.3% | +18.3% |
| 1Y | +0.8% | +65.1% | -64.2% | -8.9% |
| 3Y | +86.1% | +49.0% | +37.1% | +63.6% |
| 5Y | +100.2% | +30.3% | +69.9% | +75.7% |
| 10Y | +494.2% | +481.1% | +13.1% | +288.0% |
| All | +533.3% | +868.1% | -334.8% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling