+107.2%
FAST vs LOW
+9.5%
+97.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.2% |
| 7D | -0.4% | -1.7% | +1.4% | +0.4% |
| 30D | -0.8% | -7.0% | +6.3% | +2.5% |
| 3M | +5.8% | -0.9% | +6.6% | +5.8% |
| 6M | +8.0% | -20.1% | +28.1% | +19.1% |
| YTD | +25.6% | -13.9% | +39.5% | +33.7% |
| 1Y | +0.8% | -21.1% | +21.9% | +11.5% |
| 3Y | +86.1% | -6.6% | +92.7% | +85.9% |
| All | +107.2% | +9.5% | +97.7% | +87.8% |
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