+575.3%
FAST vs P
+713.7%
-138.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -0.3% |
| 7D | +2.1% | -23.8% | +25.9% | +5.3% |
| 30D | +6.9% | -36.6% | +43.5% | +12.6% |
| 3M | +4.8% | +10.9% | -6.0% | +1.9% |
| 6M | +19.8% | +30.0% | -10.2% | +12.6% |
| YTD | +34.9% | +44.4% | -9.5% | +23.9% |
| 1Y | +32.8% | +3.9% | +28.8% | +26.7% |
| 3Y | +93.7% | +176.6% | -82.8% | +47.4% |
| 5Y | +105.3% | +249.3% | -144.0% | +45.0% |
| All | +575.3% | +713.7% | -138.4% | +325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling