+21,366.9%
FAST vs IT
+6,493.7%
+14,873.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.5% |
| 7D | +0.7% | -12.0% | +12.7% | +3.6% |
| 30D | +4.6% | +7.1% | -2.5% | +2.3% |
| 3M | +6.4% | +6.3% | +0.1% | +3.5% |
| 6M | +20.6% | +32.5% | -11.9% | +9.1% |
| YTD | +34.7% | -21.5% | +56.2% | +36.8% |
| 1Y | +29.7% | -16.5% | +46.1% | +29.5% |
| 3Y | +89.9% | -48.8% | +138.7% | +109.9% |
| 5Y | +105.0% | -40.2% | +145.2% | +114.5% |
| 10Y | +594.2% | +112.1% | +482.1% | +407.5% |
| All | +21,366.9% | +6,493.7% | +14,873.2% | +7,399.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling