+1,136.6%
FAST vs FN
+3,020.0%
-1,883.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.0% | +7.7% | +2.5% |
| 7D | +3.4% | -7.0% | +10.4% | +4.2% |
| 30D | +5.5% | -24.7% | +30.2% | +9.0% |
| 3M | +7.6% | -35.7% | +43.2% | +12.8% |
| 6M | +19.8% | -52.4% | +72.2% | +29.6% |
| YTD | +35.5% | -25.0% | +60.4% | +34.4% |
| 1Y | +31.6% | -25.7% | +57.3% | +30.1% |
| 3Y | +91.0% | +110.2% | -19.2% | +50.6% |
| 5Y | +105.1% | +192.3% | -87.2% | +48.5% |
| 10Y | +598.2% | +812.3% | -214.0% | +307.4% |
| All | +1,136.6% | +3,020.0% | -1,883.4% | +486.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling