+522.8%
FAST vs IR
+342.0%
+180.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +1.2% |
| 7D | +3.8% | +5.0% | -1.2% | +1.9% |
| 30D | +8.1% | +10.3% | -2.3% | +3.8% |
| 3M | +5.8% | -0.1% | +5.9% | +5.5% |
| 6M | +24.9% | +14.8% | +10.1% | +17.5% |
| YTD | +38.9% | +9.7% | +29.2% | +32.4% |
| 1Y | +36.5% | +12.2% | +24.3% | +28.8% |
| 3Y | +98.1% | +30.0% | +68.2% | +73.3% |
| 5Y | +109.3% | +46.8% | +62.5% | +71.4% |
| All | +522.8% | +342.0% | +180.8% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling