+93.7%
FAST vs PSX
+131.4%
-37.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +2.1% | -13.1% | +15.2% | +4.1% |
| 30D | +6.9% | -9.5% | +16.4% | +8.3% |
| 3M | +4.8% | +20.2% | -15.4% | +1.7% |
| 6M | +19.8% | +44.9% | -25.1% | +12.3% |
| YTD | +34.9% | +94.4% | -59.5% | +18.3% |
| 1Y | +32.8% | +83.1% | -50.3% | +17.7% |
| 3Y | +93.7% | +132.2% | -38.4% | +66.1% |
| All | +93.7% | +131.4% | -37.6% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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