+109.3%
FAST vs OPEN
-93.7%
+203.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.9% |
| 7D | +3.8% | -21.7% | +25.5% | +4.9% |
| 30D | +8.1% | -36.5% | +44.6% | +10.1% |
| 3M | +5.8% | -59.5% | +65.3% | +10.0% |
| 6M | +24.9% | -71.9% | +96.7% | +31.7% |
| YTD | +38.9% | -75.8% | +114.7% | +47.0% |
| 1Y | +36.5% | -78.5% | +115.0% | +44.7% |
| 3Y | +98.1% | -30.2% | +128.3% | +76.0% |
| 5Y | +109.3% | -93.3% | +202.6% | +105.3% |
| All | +109.3% | -93.7% | +203.0% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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