+105.3%
FAST vs ROP
+1.1%
+104.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.5% |
| 7D | +2.1% | +2.1% | -0.1% | +1.0% |
| 30D | +6.9% | +32.9% | -26.0% | -6.8% |
| 3M | +4.8% | +20.0% | -15.2% | -4.3% |
| 6M | +19.8% | +36.4% | -16.6% | +1.9% |
| YTD | +34.9% | +7.8% | +27.1% | +30.3% |
| 1Y | +32.8% | +8.0% | +24.8% | +28.0% |
| 3Y | +93.7% | -3.5% | +97.2% | +96.2% |
| All | +105.3% | +1.1% | +104.2% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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