+93.7%
FAST vs RUN
-8.7%
+102.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +2.1% | +33.4% | -31.3% | +1.1% |
| 30D | +6.9% | +31.1% | -24.3% | +5.9% |
| 3M | +4.8% | +6.4% | -1.6% | +4.5% |
| 6M | +19.8% | -22.2% | +42.0% | +20.3% |
| YTD | +34.9% | -45.8% | +80.7% | +36.2% |
| 1Y | +32.8% | -51.1% | +83.9% | +34.3% |
| 3Y | +93.7% | -3.0% | +96.8% | +83.4% |
| All | +93.7% | -8.7% | +102.4% | +83.4% |
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