+107.2%
FAST vs FN
+289.0%
-181.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.4% | +0.5% |
| 7D | -0.4% | -1.7% | +1.3% | -0.2% |
| 30D | -0.8% | -22.0% | +21.2% | +1.2% |
| 3M | +5.8% | -43.0% | +48.8% | +10.7% |
| 6M | +8.0% | -27.7% | +35.7% | +9.3% |
| YTD | +25.6% | -10.5% | +36.1% | +23.2% |
| 1Y | +0.8% | +12.5% | -11.7% | -4.5% |
| 3Y | +86.1% | +153.8% | -67.7% | +47.9% |
| All | +107.2% | +289.0% | -181.9% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling