+107.2%
FAST vs FTV
+2.3%
+104.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.2% |
| 7D | -0.4% | -4.5% | +4.1% | +1.9% |
| 30D | -0.8% | -7.1% | +6.3% | +2.8% |
| 3M | +5.8% | -7.2% | +12.9% | +9.3% |
| 6M | +8.0% | -1.5% | +9.5% | +8.1% |
| YTD | +25.6% | +3.5% | +22.2% | +22.1% |
| 1Y | +0.8% | +20.3% | -19.5% | -9.6% |
| 3Y | +86.1% | -3.1% | +89.2% | +82.9% |
| All | +107.2% | +2.3% | +104.9% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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