+1,015.5%
FCX vs FAST
+9,030.9%
-8,015.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | -0.1% |
| 7D | -4.9% | -0.4% | -4.5% | -4.8% |
| 30D | +4.8% | -0.8% | +5.6% | +5.1% |
| 3M | +4.6% | +5.8% | -1.1% | +1.7% |
| 6M | +10.8% | +8.0% | +2.8% | +6.4% |
| YTD | +44.2% | +25.6% | +18.6% | +28.9% |
| 1Y | +59.6% | +0.8% | +58.8% | +56.9% |
| 3Y | +82.2% | +86.1% | -3.9% | +33.7% |
| 5Y | +115.6% | +100.2% | +15.4% | +52.0% |
| 10Y | +670.6% | +494.2% | +176.4% | +244.7% |
| All | +1,015.5% | +9,030.9% | -8,015.4% | +138.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling