+575.3%
FAST vs FLR
+11.0%
+564.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.2% | -0.2% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | +6.9% | -9.1% | +16.0% | +8.0% |
| 3M | +4.8% | -4.7% | +9.5% | +5.0% |
| 6M | +19.8% | -14.2% | +34.0% | +20.9% |
| YTD | +34.9% | +17.3% | +17.6% | +30.7% |
| 1Y | +32.8% | +4.3% | +28.5% | +30.4% |
| 3Y | +93.7% | +30.7% | +63.0% | +80.5% |
| 5Y | +105.3% | +101.3% | +4.0% | +79.1% |
| All | +575.3% | +11.0% | +564.3% | +537.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling