+29.7%
FAST vs RF
+22.4%
+7.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | +0.4% |
| 7D | +0.7% | -1.6% | +2.3% | +1.4% |
| 30D | +4.6% | +5.0% | -0.4% | +2.5% |
| 3M | +6.4% | -10.0% | +16.3% | +11.4% |
| 6M | +20.6% | +3.3% | +17.3% | +18.0% |
| YTD | +34.7% | +7.9% | +26.7% | +27.6% |
| 1Y | +29.7% | +21.2% | +8.4% | +14.7% |
| All | +29.7% | +22.4% | +7.3% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling