+509.1%
FAST vs FTI
+311.9%
+197.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.4% | +5.3% | -5.6% | -1.1% |
| 30D | -0.8% | +15.3% | -16.1% | -2.9% |
| 3M | +5.8% | +15.8% | -10.0% | +3.2% |
| 6M | +8.0% | +22.6% | -14.6% | +4.2% |
| YTD | +25.6% | +79.5% | -53.9% | +14.4% |
| 1Y | +0.8% | +102.0% | -101.2% | -9.9% |
| 3Y | +86.1% | +315.8% | -229.7% | +47.0% |
| 5Y | +100.2% | +1,129.5% | -1,029.3% | +30.2% |
| All | +509.1% | +311.9% | +197.2% | +327.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling