+92.6%
FAST vs RUN
-38.9%
+131.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -0.4% | +1.3% | -1.6% | -0.4% |
| 30D | -0.8% | -15.3% | +14.5% | -0.3% |
| 3M | +5.8% | -40.0% | +45.8% | +7.2% |
| 6M | +8.0% | -27.0% | +34.9% | +8.7% |
| YTD | +25.6% | -51.7% | +77.3% | +27.4% |
| 1Y | +0.8% | -45.9% | +46.7% | +1.7% |
| All | +92.6% | -38.9% | +131.5% | +82.6% |
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