+98.7%
FAST vs INDA
+16.8%
+81.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +4.2% | +1.1% | +3.1% | +3.7% |
| 30D | +6.7% | +9.4% | -2.7% | +2.9% |
| 3M | +8.0% | +2.9% | +5.1% | +6.8% |
| 6M | +27.4% | +7.2% | +20.2% | +23.7% |
| YTD | +40.5% | -4.8% | +45.3% | +42.6% |
| 1Y | +38.4% | -5.1% | +43.4% | +40.6% |
| 3Y | +98.7% | +16.7% | +82.0% | +82.9% |
| All | +98.7% | +16.8% | +81.9% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling