+94.6%
FAST vs PL
+459.7%
-365.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.0% | +1.9% |
| 7D | +3.4% | -11.7% | +15.1% | +3.9% |
| 30D | +5.5% | -27.1% | +32.6% | +6.7% |
| 3M | +7.6% | -44.6% | +52.2% | +10.0% |
| 6M | +19.8% | -67.2% | +87.0% | +24.5% |
| YTD | +35.5% | -35.9% | +71.3% | +35.1% |
| 1Y | +31.6% | -0.4% | +32.0% | +27.5% |
| All | +94.6% | +459.7% | -365.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling