+509.1%
FAST vs IT
+103.9%
+405.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +2.0% |
| 7D | -0.4% | -6.0% | +5.7% | +1.2% |
| 30D | -0.8% | 0.0% | -0.8% | -1.0% |
| 3M | +5.8% | +13.1% | -7.3% | +0.9% |
| 6M | +8.0% | +11.7% | -3.7% | +2.2% |
| YTD | +25.6% | -26.1% | +51.7% | +33.2% |
| 1Y | +0.8% | -21.3% | +22.1% | +3.8% |
| 3Y | +86.1% | -46.7% | +132.8% | +111.1% |
| 5Y | +100.2% | -40.5% | +140.7% | +113.5% |
| All | +509.1% | +103.9% | +405.2% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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