+131.3%
FAST vs ONON
-2.0%
+133.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.5% | +8.0% | +1.3% |
| 7D | +4.8% | -4.9% | +9.7% | +5.3% |
| 30D | +8.6% | -1.1% | +9.7% | +8.6% |
| 3M | +5.7% | -10.5% | +16.2% | +6.5% |
| 6M | +25.5% | -1.5% | +27.0% | +24.7% |
| YTD | +39.6% | -25.3% | +65.0% | +42.7% |
| 1Y | +35.5% | -0.7% | +36.2% | +33.9% |
| 3Y | +96.2% | +29.0% | +67.2% | +82.6% |
| 5Y | +110.2% | -6.7% | +116.9% | +85.7% |
| All | +131.3% | -2.0% | +133.3% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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