+615.0%
FAST vs P
+485.4%
+129.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -0.4% | +6.5% | -6.9% | -1.2% |
| 30D | -0.8% | +18.8% | -19.6% | -3.3% |
| 3M | +5.8% | +26.7% | -21.0% | +1.7% |
| 6M | +8.0% | +62.2% | -54.2% | -0.5% |
| YTD | +25.6% | +48.5% | -22.9% | +16.5% |
| 1Y | +0.8% | +26.4% | -25.6% | -5.7% |
| 3Y | +86.1% | +159.4% | -73.3% | +47.0% |
| 5Y | +100.2% | +275.8% | -175.6% | +44.5% |
| 10Y | +494.2% | +732.0% | -237.8% | +268.6% |
| All | +615.0% | +485.4% | +129.6% | +343.3% |
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