+455.3%
FAST vs FND
+66.0%
+389.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.4% |
| 7D | -0.4% | -5.2% | +4.9% | +0.8% |
| 30D | -0.8% | -19.9% | +19.1% | +4.0% |
| 3M | +5.8% | +2.7% | +3.0% | +4.4% |
| 6M | +8.0% | -21.7% | +29.7% | +12.5% |
| YTD | +25.6% | -17.5% | +43.1% | +29.1% |
| 1Y | +0.8% | -39.3% | +40.1% | +10.1% |
| 3Y | +86.1% | -49.8% | +135.9% | +104.6% |
| 5Y | +100.2% | -60.1% | +160.3% | +121.8% |
| All | +455.3% | +66.0% | +389.3% | +342.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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