+93.4%
FAST vs PL
+403.1%
-309.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.1% | +9.5% | -0.2% |
| 7D | +0.7% | -20.5% | +21.2% | +1.5% |
| 30D | +4.6% | -38.8% | +43.4% | +6.6% |
| 3M | +6.4% | -49.1% | +55.5% | +9.1% |
| 6M | +20.6% | -69.4% | +90.0% | +25.6% |
| YTD | +34.7% | -42.3% | +77.0% | +34.8% |
| 1Y | +29.7% | -14.2% | +43.8% | +26.4% |
| All | +93.4% | +403.1% | -309.7% | +56.5% |
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