+574.2%
FAST vs PR
+62.9%
+511.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.4% |
| 7D | +0.7% | -16.5% | +17.2% | +1.5% |
| 30D | +4.6% | -4.5% | +9.2% | +4.8% |
| 3M | +6.4% | +8.5% | -2.2% | +5.9% |
| 6M | +20.6% | -3.3% | +23.9% | +20.6% |
| YTD | +34.7% | +55.7% | -21.0% | +31.6% |
| 1Y | +29.7% | +82.0% | -52.4% | +25.7% |
| 3Y | +89.9% | +62.5% | +27.5% | +84.1% |
| 5Y | +105.0% | +223.9% | -119.0% | +91.3% |
| All | +574.2% | +62.9% | +511.3% | +635.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling