+107.2%
FAST vs FLR
+242.2%
-135.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | -0.4% | +5.4% | -5.8% | -1.1% |
| 30D | -0.8% | +11.4% | -12.2% | -2.6% |
| 3M | +5.8% | +11.4% | -5.7% | +3.5% |
| 6M | +8.0% | +16.6% | -8.6% | +4.5% |
| YTD | +25.6% | +41.7% | -16.1% | +17.9% |
| 1Y | +0.8% | +35.4% | -34.6% | -5.3% |
| 3Y | +86.1% | +57.3% | +28.8% | +63.8% |
| All | +107.2% | +242.2% | -135.1% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling