+540.1%
FAST vs INDA
+119.4%
+420.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.6% |
| 7D | +2.1% | +6.6% | -4.6% | -0.7% |
| 30D | +6.9% | +10.4% | -3.5% | +2.4% |
| 3M | +4.8% | +1.5% | +3.3% | +4.0% |
| 6M | +19.8% | +1.7% | +18.1% | +18.7% |
| YTD | +34.9% | -5.8% | +40.7% | +37.9% |
| 1Y | +32.8% | -5.1% | +37.9% | +35.2% |
| 3Y | +93.7% | +16.0% | +77.8% | +80.1% |
| 5Y | +105.3% | +9.3% | +96.0% | +94.9% |
| 10Y | +595.4% | +102.1% | +493.2% | +393.8% |
| All | +540.1% | +119.4% | +420.7% | +324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling