+114.3%
FCX vs FAST
+100.5%
+13.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.1% |
| 7D | -4.9% | -0.4% | -4.5% | -4.7% |
| 30D | +4.8% | -0.8% | +5.6% | +5.1% |
| 3M | +4.6% | +5.8% | -1.1% | +1.5% |
| 6M | +10.8% | +8.0% | +2.8% | +6.1% |
| YTD | +44.2% | +25.6% | +18.6% | +27.4% |
| 1Y | +59.6% | +0.8% | +58.8% | +57.1% |
| 3Y | +82.2% | +86.1% | -3.9% | +24.5% |
| All | +114.3% | +100.5% | +13.8% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling