+395.9%
FCX vs FAST
+541.5%
-145.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.3% |
| 7D | -0.8% | +4.3% | -5.1% | -3.3% |
| 30D | -15.1% | +8.3% | -23.4% | -19.3% |
| 3M | -9.6% | +6.5% | -16.1% | -13.4% |
| 6M | -3.1% | +29.5% | -32.6% | -18.4% |
| YTD | +23.4% | +41.3% | -17.8% | -2.9% |
| 1Y | +52.7% | +37.4% | +15.3% | +22.2% |
| 3Y | +91.4% | +98.5% | -7.1% | +14.5% |
| 5Y | +62.7% | +111.1% | -48.4% | -9.3% |
| 10Y | +395.9% | +548.6% | -152.7% | +36.3% |
| All | +395.9% | +541.5% | -145.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling