+105.3%
FAST vs LOW
+6.6%
+98.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +4.2% | +1.4% | +2.7% | +3.5% |
| 30D | +6.7% | +21.7% | -15.0% | -2.7% |
| 3M | +8.0% | +5.0% | +3.0% | +5.3% |
| 6M | +27.4% | +4.6% | +22.8% | +24.0% |
| YTD | +40.5% | -3.5% | +44.0% | +41.5% |
| 1Y | +38.4% | +0.5% | +37.8% | +36.4% |
| 3Y | +98.7% | +24.8% | +73.9% | +71.5% |
| All | +105.3% | +6.6% | +98.8% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling