+105.0%
FAST vs ROL
+14.0%
+91.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +0.7% | +11.7% | -11.1% | -3.0% |
| 30D | +4.6% | +27.7% | -23.1% | -3.8% |
| 3M | +6.4% | +3.7% | +2.7% | +4.8% |
| 6M | +20.6% | -27.8% | +48.4% | +34.8% |
| YTD | +34.7% | -34.7% | +69.4% | +55.8% |
| 1Y | +29.7% | -34.1% | +63.8% | +49.4% |
| 3Y | +89.9% | +5.9% | +84.0% | +79.5% |
| 5Y | +105.0% | +15.6% | +89.3% | +80.7% |
| All | +105.0% | +14.0% | +91.0% | +80.7% |
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