+85.8%
FCX vs FAST
+97.8%
-12.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | -2.4% | +4.8% | -7.2% | -3.9% |
| 30D | -18.0% | +8.6% | -26.6% | -20.4% |
| 3M | -14.3% | +5.7% | -20.0% | -16.0% |
| 6M | -1.7% | +25.5% | -27.2% | -9.8% |
| YTD | +19.8% | +39.6% | -19.8% | +5.0% |
| 1Y | +48.6% | +35.5% | +13.2% | +31.7% |
| 3Y | +85.8% | +96.2% | -10.4% | +47.9% |
| All | +85.8% | +97.8% | -12.0% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling