+527.3%
FAST vs FTV
+119.0%
+408.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +2.1% | +0.2% | +1.9% | +1.9% |
| 30D | +6.9% | +15.7% | -8.8% | -0.9% |
| 3M | +4.8% | +7.5% | -2.7% | +0.8% |
| 6M | +19.8% | +8.5% | +11.3% | +14.3% |
| YTD | +34.9% | +18.8% | +16.1% | +21.9% |
| 1Y | +32.8% | +28.5% | +4.2% | +15.1% |
| 3Y | +93.7% | +34.0% | +59.8% | +60.2% |
| 5Y | +105.3% | +12.6% | +92.7% | +83.1% |
| 10Y | +595.4% | +111.4% | +483.9% | +344.4% |
| All | +527.3% | +119.0% | +408.2% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling