+93.7%
FAST vs INDA
+15.9%
+77.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.5% |
| 7D | +2.1% | +6.6% | -4.6% | -0.5% |
| 30D | +6.9% | +10.4% | -3.5% | +2.7% |
| 3M | +4.8% | +1.5% | +3.3% | +4.2% |
| 6M | +19.8% | +1.7% | +18.1% | +18.9% |
| YTD | +34.9% | -5.8% | +40.7% | +37.6% |
| 1Y | +32.8% | -5.1% | +37.9% | +34.9% |
| 3Y | +93.7% | +16.0% | +77.8% | +74.4% |
| All | +93.7% | +15.9% | +77.8% | +74.4% |
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