+98.7%
FAST vs FLR
+35.7%
+63.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -0.5% |
| 7D | +4.2% | +5.4% | -1.2% | +3.5% |
| 30D | +6.7% | +2.8% | +3.8% | +6.2% |
| 3M | +8.0% | -6.4% | +14.4% | +8.6% |
| 6M | +27.4% | +8.8% | +18.7% | +25.1% |
| YTD | +40.5% | +23.6% | +16.9% | +34.9% |
| 1Y | +38.4% | +13.8% | +24.6% | +34.2% |
| 3Y | +98.7% | +36.5% | +62.2% | +76.5% |
| All | +98.7% | +35.7% | +63.0% | +76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling