+74,417.0%
FAST vs LOW
+39,052.5%
+35,364.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +2.1% | +7.4% | -5.3% | -0.9% |
| 30D | +6.9% | +24.5% | -17.6% | -2.3% |
| 3M | +4.8% | +3.5% | +1.4% | +2.9% |
| 6M | +19.8% | -2.6% | +22.3% | +20.1% |
| YTD | +34.9% | -4.8% | +39.7% | +36.2% |
| 1Y | +32.8% | -0.8% | +33.6% | +31.7% |
| 3Y | +93.7% | +22.8% | +70.9% | +74.4% |
| 5Y | +105.3% | +5.3% | +100.0% | +94.1% |
| 10Y | +595.4% | +309.5% | +285.9% | +268.7% |
| All | +74,417.0% | +39,052.5% | +35,364.4% | +9,601.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling