+35,293.8%
FAST vs M
+425.5%
+34,868.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | +0.9% |
| 7D | +0.7% | -2.1% | +2.8% | +1.1% |
| 30D | +4.6% | +7.7% | -3.1% | +2.4% |
| 3M | +6.4% | -4.4% | +10.7% | +7.0% |
| 6M | +20.6% | +27.5% | -6.9% | +11.9% |
| YTD | +34.7% | +12.8% | +21.9% | +28.3% |
| 1Y | +29.7% | +20.7% | +8.9% | +21.1% |
| 3Y | +89.9% | +111.3% | -21.4% | +43.0% |
| 5Y | +105.0% | -6.3% | +111.3% | +77.0% |
| 10Y | +594.2% | +1.5% | +592.7% | +364.0% |
| All | +35,293.8% | +425.5% | +34,868.3% | +10,637.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling