+105.0%
FAST vs S
-69.2%
+174.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.8% | +8.2% | +0.3% |
| 7D | +0.7% | -16.7% | +17.4% | +2.4% |
| 30D | +4.6% | -17.0% | +21.6% | +6.3% |
| 3M | +6.4% | +2.0% | +4.4% | +5.5% |
| 6M | +20.6% | +35.1% | -14.5% | +15.9% |
| YTD | +34.7% | +42.8% | -8.1% | +28.0% |
| 1Y | +29.7% | +27.7% | +1.9% | +24.6% |
| 3Y | +89.9% | +33.0% | +57.0% | +77.4% |
| 5Y | +105.0% | -68.0% | +172.9% | +108.7% |
| All | +105.0% | -69.2% | +174.1% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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