-2.1%
FERG vs FAST
+5.4%
-7.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.6% | +1.9% |
| 7D | 0.0% | -0.4% | +0.3% | +0.1% |
| 30D | -10.2% | -0.8% | -9.4% | -9.9% |
| 3M | -0.6% | +5.8% | -6.3% | -3.4% |
| 6M | -6.5% | +8.0% | -14.5% | -10.6% |
| YTD | +4.2% | +25.6% | -21.5% | -5.3% |
| All | -2.1% | +5.4% | -7.4% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling