+107.2%
FAST vs OMC
+33.9%
+73.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +1.5% |
| 7D | -0.4% | -6.4% | +6.0% | +1.5% |
| 30D | -0.8% | +1.1% | -1.9% | -1.2% |
| 3M | +5.8% | +10.4% | -4.7% | +2.4% |
| 6M | +8.0% | -1.7% | +9.7% | +8.0% |
| YTD | +25.6% | +4.4% | +21.2% | +22.6% |
| 1Y | +0.8% | +8.4% | -7.6% | -3.3% |
| 3Y | +86.1% | +14.4% | +71.7% | +71.9% |
| All | +107.2% | +33.9% | +73.3% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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