+90.1%
FAST vs LOW
-7.0%
+97.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.3% |
| 7D | -0.4% | -1.7% | +1.4% | +0.3% |
| 30D | -0.8% | -7.0% | +6.3% | +1.9% |
| 3M | +5.8% | -0.9% | +6.6% | +5.9% |
| 6M | +8.0% | -20.1% | +28.1% | +16.9% |
| YTD | +25.6% | -13.9% | +39.5% | +32.6% |
| 1Y | +0.8% | -21.1% | +21.9% | +9.6% |
| All | +90.1% | -7.0% | +97.1% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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