+90.1%
FAST vs IT
-46.5%
+136.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.2% |
| 7D | -0.4% | -6.0% | +5.7% | +0.2% |
| 30D | -0.8% | 0.0% | -0.8% | -0.9% |
| 3M | +5.8% | +13.1% | -7.3% | +3.9% |
| 6M | +8.0% | +11.7% | -3.7% | +6.1% |
| YTD | +25.6% | -26.1% | +51.7% | +30.2% |
| 1Y | +0.8% | -21.3% | +22.1% | +2.9% |
| All | +90.1% | -46.5% | +136.6% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling