+98.7%
FAST vs RUN
-7.3%
+106.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +4.2% | -13.5% | +17.7% | +4.6% |
| 30D | +6.7% | +18.3% | -11.6% | +6.0% |
| 3M | +8.0% | -12.5% | +20.5% | +8.3% |
| 6M | +27.4% | -40.3% | +67.7% | +29.0% |
| YTD | +40.5% | -53.1% | +93.6% | +42.5% |
| 1Y | +38.4% | -54.3% | +92.6% | +40.3% |
| 3Y | +98.7% | -6.5% | +105.2% | +88.3% |
| All | +98.7% | -7.3% | +106.0% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling