+19,926.3%
FAST vs IT
+6,105.9%
+13,820.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.9% |
| 7D | -0.4% | -6.0% | +5.7% | +1.1% |
| 30D | -0.8% | 0.0% | -0.8% | -1.0% |
| 3M | +5.8% | +13.1% | -7.3% | +1.1% |
| 6M | +8.0% | +11.7% | -3.7% | +2.4% |
| YTD | +25.6% | -26.1% | +51.7% | +30.8% |
| 1Y | +0.8% | -21.3% | +22.1% | +2.6% |
| 3Y | +86.1% | -46.7% | +132.8% | +104.5% |
| 5Y | +100.2% | -40.5% | +140.7% | +111.5% |
| 10Y | +494.2% | +103.9% | +390.3% | +342.5% |
| All | +19,926.3% | +6,105.9% | +13,820.4% | +7,071.2% |
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