+94.6%
FAST vs FN
+109.9%
-15.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.0% |
| 7D | +3.4% | -7.0% | +10.4% | +3.7% |
| 30D | +5.5% | -24.7% | +30.2% | +6.9% |
| 3M | +7.6% | -35.7% | +43.2% | +9.8% |
| 6M | +19.8% | -52.4% | +72.2% | +24.1% |
| YTD | +35.5% | -25.0% | +60.4% | +34.7% |
| 1Y | +31.6% | -25.7% | +57.3% | +30.6% |
| All | +94.6% | +109.9% | -15.4% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling