+90.1%
FAST vs M
+117.7%
-27.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.4% |
| 7D | -0.4% | +4.7% | -5.1% | -1.0% |
| 30D | -0.8% | -9.6% | +8.9% | +0.5% |
| 3M | +5.8% | +0.9% | +4.9% | +5.4% |
| 6M | +8.0% | +22.3% | -14.3% | +4.9% |
| YTD | +25.6% | +6.5% | +19.1% | +24.0% |
| 1Y | +0.8% | +38.8% | -38.0% | -3.7% |
| All | +90.1% | +117.7% | -27.6% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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