+574.2%
FAST vs RF
+280.8%
+293.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | +0.1% |
| 7D | +0.7% | -1.6% | +2.3% | +1.2% |
| 30D | +4.6% | +5.0% | -0.4% | +3.0% |
| 3M | +6.4% | -10.0% | +16.3% | +9.9% |
| 6M | +20.6% | +3.3% | +17.3% | +19.0% |
| YTD | +34.7% | +7.9% | +26.7% | +30.9% |
| 1Y | +29.7% | +21.2% | +8.4% | +21.4% |
| 3Y | +89.9% | +105.8% | -15.9% | +48.2% |
| 5Y | +105.0% | +43.7% | +61.2% | +74.2% |
| All | +574.2% | +280.8% | +293.4% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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