+109.3%
FAST vs Z
-55.0%
+164.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.8% | -0.8% | +2.5% |
| 7D | +3.8% | -5.2% | +9.0% | +4.4% |
| 30D | +8.1% | +5.7% | +2.4% | +6.8% |
| 3M | +5.8% | -8.7% | +14.5% | +6.4% |
| 6M | +24.9% | -26.0% | +50.8% | +29.0% |
| YTD | +38.9% | -55.0% | +94.0% | +53.6% |
| 1Y | +36.5% | -58.0% | +94.5% | +52.2% |
| 3Y | +98.1% | -15.2% | +113.3% | +91.1% |
| 5Y | +109.3% | -53.8% | +163.1% | +104.5% |
| All | +109.3% | -55.0% | +164.3% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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