+108.0%
FAST vs FTI
+848.3%
-740.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +5.0% | +5.4% | -0.4% | +4.3% |
| 30D | +8.6% | -8.2% | +16.8% | +9.6% |
| 3M | +6.9% | -13.7% | +20.6% | +8.8% |
| 6M | +29.6% | -11.2% | +40.8% | +31.0% |
| YTD | +41.4% | +46.0% | -4.6% | +32.7% |
| 1Y | +38.5% | +51.8% | -13.3% | +29.2% |
| 3Y | +98.7% | +206.7% | -108.0% | +66.4% |
| 5Y | +108.0% | +862.0% | -754.0% | +50.6% |
| All | +108.0% | +848.3% | -740.2% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling