+90.1%
FAST vs IR
+9.5%
+80.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.2% |
| 7D | -0.4% | -2.8% | +2.5% | +0.8% |
| 30D | -0.8% | -15.1% | +14.4% | +5.7% |
| 3M | +5.8% | +6.1% | -0.3% | +2.9% |
| 6M | +8.0% | -16.8% | +24.8% | +15.3% |
| YTD | +25.6% | -3.5% | +29.2% | +26.4% |
| 1Y | +0.8% | -3.5% | +4.3% | +1.1% |
| All | +90.1% | +9.5% | +80.6% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling