+105.3%
FAST vs IT
-43.2%
+148.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.9% |
| 7D | +2.1% | -16.9% | +19.0% | +5.3% |
| 30D | +6.9% | +2.3% | +4.5% | +5.9% |
| 3M | +4.8% | +2.9% | +2.0% | +3.4% |
| 6M | +19.8% | +25.9% | -6.1% | +12.1% |
| YTD | +34.9% | -24.6% | +59.5% | +41.3% |
| 1Y | +32.8% | -16.0% | +48.8% | +34.8% |
| 3Y | +93.7% | -51.6% | +145.3% | +127.5% |
| All | +105.3% | -43.2% | +148.5% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling