+463.3%
FAST vs IR
+288.5%
+174.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -0.4% | -2.8% | +2.5% | +0.7% |
| 30D | -0.8% | -15.1% | +14.4% | +5.6% |
| 3M | +5.8% | +6.1% | -0.3% | +3.0% |
| 6M | +8.0% | -16.8% | +24.8% | +15.0% |
| YTD | +25.6% | -3.5% | +29.2% | +26.2% |
| 1Y | +0.8% | -3.5% | +4.3% | +1.0% |
| 3Y | +86.1% | +9.5% | +76.6% | +74.1% |
| 5Y | +100.2% | +45.1% | +55.1% | +65.7% |
| All | +463.3% | +288.5% | +174.7% | +220.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling