+666.4%
FAST vs P
+449.6%
+216.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.4% | +15.8% | +1.5% |
| 7D | +0.7% | -31.9% | +32.6% | +5.2% |
| 30D | +4.6% | -36.5% | +41.2% | +10.1% |
| 3M | +6.4% | +11.6% | -5.2% | +3.4% |
| 6M | +20.6% | +25.2% | -4.6% | +14.2% |
| YTD | +34.7% | +39.4% | -4.8% | +24.6% |
| 1Y | +29.7% | -3.7% | +33.3% | +25.2% |
| 3Y | +89.9% | +167.3% | -77.4% | +47.5% |
| 5Y | +105.0% | +237.3% | -132.4% | +48.8% |
| 10Y | +594.2% | +698.6% | -104.5% | +328.3% |
| All | +666.4% | +449.6% | +216.8% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling