+582.9%
FAST vs FIVE
+867.4%
-284.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.7% | -5.0% | +0.5% |
| 7D | +3.4% | +7.5% | -4.1% | +2.1% |
| 30D | +5.5% | +16.7% | -11.2% | +2.7% |
| 3M | +7.6% | +13.4% | -5.8% | +5.0% |
| 6M | +19.8% | +9.0% | +10.8% | +17.2% |
| YTD | +35.5% | +33.8% | +1.7% | +27.4% |
| 1Y | +31.6% | +61.2% | -29.5% | +19.8% |
| 3Y | +91.0% | +42.1% | +48.9% | +69.5% |
| 5Y | +105.1% | +21.4% | +83.7% | +82.5% |
| 10Y | +598.2% | +609.1% | -10.8% | +345.4% |
| All | +582.9% | +867.4% | -284.5% | +307.1% |
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