+107.2%
FAST vs TRU
-33.8%
+141.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.9% | +6.7% | +2.2% |
| 7D | -0.4% | -6.8% | +6.4% | +1.2% |
| 30D | -0.8% | 0.0% | -0.8% | -0.9% |
| 3M | +5.8% | +13.3% | -7.5% | +2.2% |
| 6M | +8.0% | +3.4% | +4.6% | +6.2% |
| YTD | +25.6% | -6.4% | +32.0% | +25.9% |
| 1Y | +0.8% | -9.7% | +10.5% | +1.5% |
| 3Y | +86.1% | +0.1% | +86.0% | +77.9% |
| All | +107.2% | -33.8% | +141.0% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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