+653.3%
FCX vs FAST
+492.5%
+160.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.2% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | +4.8% | -0.8% | +5.6% | +5.2% |
| 3M | +4.6% | +5.8% | -1.1% | +0.4% |
| 6M | +10.8% | +8.0% | +2.8% | +4.4% |
| YTD | +44.2% | +25.6% | +18.6% | +22.2% |
| 1Y | +59.6% | +0.8% | +58.8% | +55.4% |
| 3Y | +82.2% | +86.1% | -3.9% | +12.2% |
| 5Y | +115.6% | +100.2% | +15.4% | +22.7% |
| All | +653.3% | +492.5% | +160.8% | +98.5% |
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