+789.9%
FCX vs FAST
+9,687.8%
-8,897.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -6.9% | -7.2% |
| 7D | -12.5% | +0.7% | -13.1% | -12.7% |
| 30D | -20.0% | +4.6% | -24.7% | -21.7% |
| 3M | -16.4% | +6.4% | -22.7% | -18.9% |
| 6M | +0.8% | +20.6% | -19.8% | -7.9% |
| YTD | +15.1% | +34.7% | -19.6% | -0.5% |
| 1Y | +45.3% | +29.7% | +15.7% | +27.9% |
| 3Y | +70.9% | +89.9% | -19.0% | +24.3% |
| 5Y | +67.5% | +105.0% | -37.5% | +16.7% |
| 10Y | +483.0% | +594.2% | -111.1% | +143.7% |
| All | +789.9% | +9,687.8% | -8,897.8% | +83.7% |
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