+105.3%
FAST vs IR
+46.0%
+59.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | +4.2% | +2.5% | +1.6% | +3.0% |
| 30D | +6.7% | +9.2% | -2.5% | +2.4% |
| 3M | +8.0% | +0.9% | +7.1% | +7.2% |
| 6M | +27.4% | +19.2% | +8.2% | +16.9% |
| YTD | +40.5% | +7.5% | +33.0% | +34.2% |
| 1Y | +38.4% | +11.7% | +26.6% | +29.7% |
| 3Y | +98.7% | +23.9% | +74.8% | +71.0% |
| All | +105.3% | +46.0% | +59.3% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling