+69,298.0%
FAST vs RF
+1,537.4%
+67,760.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | -0.8% | -3.6% | +2.8% | +0.1% |
| 3M | +5.8% | +8.1% | -2.3% | +3.6% |
| 6M | +8.0% | +11.5% | -3.5% | +4.9% |
| YTD | +25.6% | +15.6% | +10.1% | +20.9% |
| 1Y | +0.8% | +15.7% | -14.9% | -3.1% |
| 3Y | +86.1% | +86.9% | -0.8% | +56.4% |
| 5Y | +100.2% | +89.8% | +10.4% | +64.5% |
| 10Y | +494.2% | +344.7% | +149.5% | +274.6% |
| All | +69,298.0% | +1,537.4% | +67,760.6% | +22,301.5% |
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