+34.8%
FAST vs FLR
+6.9%
+28.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.3% | -5.3% | +2.2% |
| 7D | +3.8% | +8.5% | -4.7% | +3.0% |
| 30D | +8.1% | -0.7% | +8.8% | +8.1% |
| 3M | +5.8% | -11.7% | +17.5% | +6.9% |
| 6M | +24.9% | +16.2% | +8.6% | +21.4% |
| YTD | +38.9% | +27.0% | +11.9% | +29.4% |
| All | +34.8% | +6.9% | +28.0% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling