+105.0%
FAST vs ROIV
+369.5%
-264.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.4% |
| 7D | +0.7% | -2.4% | +3.1% | +0.8% |
| 30D | +4.6% | +3.1% | +1.6% | +4.5% |
| 3M | +6.4% | +5.8% | +0.5% | +5.9% |
| 6M | +20.6% | +29.3% | -8.7% | +18.8% |
| YTD | +34.7% | +68.8% | -34.1% | +30.8% |
| 1Y | +29.7% | +81.0% | -51.4% | +25.5% |
| 3Y | +89.9% | +294.6% | -204.7% | +76.9% |
| 5Y | +105.0% | +373.1% | -268.2% | +79.7% |
| All | +105.0% | +369.5% | -264.5% | +79.7% |
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