+74,726.4%
FAST vs RF
+1,462.6%
+73,263.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | +3.4% | +2.3% | +1.2% | +2.8% |
| 30D | +5.5% | +7.2% | -1.7% | +3.6% |
| 3M | +7.6% | -8.2% | +15.8% | +9.8% |
| 6M | +19.8% | +7.0% | +12.8% | +17.5% |
| YTD | +35.5% | +10.3% | +25.2% | +31.8% |
| 1Y | +31.6% | +25.1% | +6.6% | +24.1% |
| 3Y | +91.0% | +110.3% | -19.3% | +56.5% |
| 5Y | +105.1% | +47.1% | +58.0% | +79.7% |
| 10Y | +598.2% | +297.9% | +300.3% | +352.1% |
| All | +74,726.4% | +1,462.6% | +73,263.8% | +24,327.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling