+107.2%
FAST vs ROIV
+250.7%
-143.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.7% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | -0.8% | +1.0% | -1.7% | -0.8% |
| 3M | +5.8% | +18.3% | -12.5% | +5.0% |
| 6M | +8.0% | +18.3% | -10.3% | +7.1% |
| YTD | +25.6% | +61.0% | -35.3% | +22.9% |
| 1Y | +0.8% | +177.9% | -177.1% | -3.7% |
| 3Y | +86.1% | +199.1% | -113.0% | +76.3% |
| All | +107.2% | +250.7% | -143.5% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 5y: compounded portfolio wealth divided by compounded ROIV 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…
5y analysis · Full analysis span regression · 6 months rolling