+533.3%
FAST vs P
+652.0%
-118.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.4% |
| 7D | +4.2% | +11.6% | -7.5% | +2.7% |
| 30D | +6.7% | -23.7% | +30.3% | +9.8% |
| 3M | +8.0% | -8.0% | +16.0% | +7.9% |
| 6M | +27.4% | +27.9% | -0.5% | +20.5% |
| YTD | +40.5% | +61.2% | -20.7% | +27.3% |
| 1Y | +38.4% | +28.6% | +9.7% | +28.2% |
| 3Y | +98.7% | +200.5% | -101.8% | +50.1% |
| 5Y | +106.7% | +282.9% | -176.2% | +44.8% |
| All | +533.3% | +652.0% | -118.7% | +301.3% |
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