+533.3%
FAST vs IR
+332.9%
+200.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | +4.3% | +1.1% | +3.2% | +3.8% |
| 30D | +8.3% | +7.6% | +0.7% | +5.1% |
| 3M | +6.5% | +0.1% | +6.4% | +6.1% |
| 6M | +29.5% | +14.0% | +15.6% | +22.2% |
| YTD | +41.3% | +7.5% | +33.8% | +35.7% |
| 1Y | +37.4% | +10.1% | +27.3% | +30.6% |
| 3Y | +98.5% | +24.9% | +73.7% | +76.3% |
| 5Y | +111.1% | +46.9% | +64.3% | +73.0% |
| All | +533.3% | +332.9% | +200.5% | +245.1% |
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