+105.3%
FAST vs INDA
+8.7%
+96.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +4.2% | +1.1% | +3.1% | +3.6% |
| 30D | +6.7% | +9.4% | -2.7% | +2.0% |
| 3M | +8.0% | +2.9% | +5.1% | +6.4% |
| 6M | +27.4% | +7.2% | +20.2% | +22.8% |
| YTD | +40.5% | -4.8% | +45.3% | +43.6% |
| 1Y | +38.4% | -5.1% | +43.4% | +41.5% |
| 3Y | +98.7% | +16.7% | +82.0% | +78.3% |
| All | +105.3% | +8.7% | +96.6% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling