+548.2%
FAST vs RUN
-31.9%
+580.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -0.4% | +1.3% | -1.6% | -0.5% |
| 30D | -0.8% | -15.3% | +14.5% | +0.4% |
| 3M | +5.8% | -40.0% | +45.8% | +9.7% |
| 6M | +8.0% | -27.0% | +34.9% | +9.8% |
| YTD | +25.6% | -51.7% | +77.3% | +30.7% |
| 1Y | +0.8% | -45.9% | +46.7% | +3.0% |
| 3Y | +86.1% | -43.8% | +129.9% | +70.9% |
| 5Y | +100.2% | -80.5% | +180.7% | +94.3% |
| 10Y | +494.2% | +45.3% | +448.9% | +334.3% |
| All | +548.2% | -31.9% | +580.1% | +382.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling