+17.0%
FAST vs IRE
-84.4%
+101.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.0% | -13.2% | +0.8% |
| 7D | -0.4% | +54.8% | -55.1% | -0.2% |
| 30D | -0.8% | +18.4% | -19.2% | -0.7% |
| 3M | +5.8% | -66.7% | +72.5% | +6.6% |
| 6M | +8.0% | -52.3% | +60.3% | +8.4% |
| YTD | +25.6% | -52.3% | +77.9% | +25.0% |
| All | +17.0% | -84.4% | +101.4% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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