+574.2%
FAST vs FN
+663.9%
-89.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -14.2% | +13.7% | +1.3% |
| 7D | +0.7% | -16.0% | +16.6% | +2.7% |
| 30D | +4.6% | -40.1% | +44.7% | +11.5% |
| 3M | +6.4% | -43.9% | +50.3% | +13.5% |
| 6M | +20.6% | -55.6% | +76.2% | +31.5% |
| YTD | +34.7% | -35.7% | +70.3% | +35.6% |
| 1Y | +29.7% | -39.8% | +69.5% | +31.4% |
| 3Y | +89.9% | +80.3% | +9.7% | +46.1% |
| 5Y | +105.0% | +143.3% | -38.3% | +41.7% |
| All | +574.2% | +663.9% | -89.8% | +273.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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