+108.6%
FAST vs FRSH
-68.9%
+177.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +4.8% | -16.0% | +20.8% | +6.6% |
| 30D | +8.6% | -14.7% | +23.3% | +10.2% |
| 3M | +5.7% | -0.8% | +6.5% | +5.4% |
| 6M | +25.5% | +34.5% | -9.1% | +20.6% |
| YTD | +39.6% | -3.0% | +42.6% | +38.4% |
| 1Y | +35.5% | +4.9% | +30.6% | +32.9% |
| 3Y | +96.2% | -31.9% | +128.1% | +97.8% |
| All | +108.6% | -68.9% | +177.5% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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