+108.0%
FAST vs RUN
-85.5%
+193.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +0.5% |
| 7D | +5.0% | -13.7% | +18.7% | +5.8% |
| 30D | +8.6% | +9.4% | -0.8% | +7.7% |
| 3M | +6.9% | -13.4% | +20.3% | +7.4% |
| 6M | +29.6% | -39.6% | +69.2% | +32.6% |
| YTD | +41.4% | -53.7% | +95.1% | +45.5% |
| 1Y | +38.5% | -56.2% | +94.7% | +42.8% |
| 3Y | +98.7% | -9.7% | +108.5% | +75.8% |
| 5Y | +108.0% | -85.5% | +193.5% | +118.1% |
| All | +108.0% | -85.5% | +193.5% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling