+585.9%
FAST vs Z
+9.5%
+576.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.6% | +10.1% | +0.9% |
| 7D | +0.7% | -2.3% | +2.9% | +0.8% |
| 30D | +4.6% | +9.4% | -4.7% | +2.9% |
| 3M | +6.4% | -16.1% | +22.5% | +8.1% |
| 6M | +20.6% | -30.4% | +51.0% | +25.5% |
| YTD | +34.7% | -55.6% | +90.3% | +48.3% |
| 1Y | +29.7% | -58.5% | +88.2% | +43.9% |
| 3Y | +89.9% | -19.6% | +109.6% | +86.6% |
| 5Y | +105.0% | -54.1% | +159.1% | +109.4% |
| 10Y | +594.2% | -12.1% | +606.2% | +478.2% |
| All | +585.9% | +9.5% | +576.4% | +443.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling