+670.9%
FAST vs P
+557.5%
+113.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.0% | +6.7% | +2.3% |
| 7D | +3.4% | -19.4% | +22.8% | +6.1% |
| 30D | +5.5% | -22.3% | +27.8% | +8.4% |
| 3M | +7.6% | +33.2% | -25.6% | +2.5% |
| 6M | +19.8% | +53.6% | -33.8% | +10.7% |
| YTD | +35.5% | +66.8% | -31.3% | +22.9% |
| 1Y | +31.6% | +17.5% | +14.1% | +24.2% |
| 3Y | +91.0% | +219.7% | -128.7% | +45.4% |
| 5Y | +105.1% | +307.8% | -202.7% | +45.6% |
| 10Y | +598.2% | +855.3% | -257.1% | +322.1% |
| All | +670.9% | +557.5% | +113.4% | +367.3% |
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 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