+71.5%
FERG vs FAST
+100.5%
-29.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.6% | +1.9% |
| 7D | 0.0% | -0.4% | +0.3% | +0.2% |
| 30D | -10.2% | -0.8% | -9.4% | -9.8% |
| 3M | -0.6% | +5.8% | -6.3% | -3.9% |
| 6M | -6.5% | +8.0% | -14.5% | -11.0% |
| YTD | +4.2% | +25.6% | -21.5% | -9.5% |
| 1Y | -2.3% | +0.8% | -3.1% | -3.8% |
| 3Y | +48.5% | +86.1% | -37.6% | -1.7% |
| All | +71.5% | +100.5% | -29.0% | +5.2% |
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