+813.3%
FCX vs FAST
+9,704.4%
-8,891.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.5% |
| 7D | -4.9% | +2.1% | -7.0% | -5.7% |
| 30D | -17.1% | +6.9% | -24.0% | -19.7% |
| 3M | -12.7% | +4.8% | -17.5% | -14.7% |
| 6M | -2.0% | +19.8% | -21.7% | -10.2% |
| YTD | +18.1% | +34.9% | -16.8% | +2.1% |
| 1Y | +55.2% | +32.8% | +22.4% | +35.1% |
| 3Y | +74.3% | +93.7% | -19.4% | +25.7% |
| 5Y | +71.9% | +105.3% | -33.4% | +19.7% |
| 10Y | +498.4% | +595.4% | -97.0% | +149.9% |
| All | +813.3% | +9,704.4% | -8,891.1% | +88.4% |
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