+107.2%
FAST vs ROL
-3.8%
+110.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -0.4% | -1.4% | +1.1% | +0.1% |
| 30D | -0.8% | -4.1% | +3.3% | +0.6% |
| 3M | +5.8% | -22.5% | +28.3% | +15.0% |
| 6M | +8.0% | -37.7% | +45.6% | +26.9% |
| YTD | +25.6% | -39.6% | +65.2% | +48.9% |
| 1Y | +0.8% | -36.0% | +36.8% | +16.7% |
| 3Y | +86.1% | -5.1% | +91.2% | +83.8% |
| All | +107.2% | -3.8% | +110.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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