+1,348.4%
FERG vs FAST
+1,343.2%
+5.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.6% | +2.2% |
| 7D | 0.0% | -0.4% | +0.3% | 0.0% |
| 30D | -10.2% | -0.8% | -9.4% | -10.1% |
| 3M | -0.6% | +5.8% | -6.3% | -1.5% |
| 6M | -6.5% | +8.0% | -14.5% | -7.8% |
| YTD | +4.2% | +25.6% | -21.5% | +0.3% |
| 1Y | -2.3% | +0.8% | -3.1% | -2.7% |
| 3Y | +48.5% | +86.1% | -37.6% | +35.6% |
| 5Y | +72.0% | +100.2% | -28.2% | +55.3% |
| 10Y | +369.9% | +494.2% | -124.3% | +307.3% |
| All | +1,348.4% | +1,343.2% | +5.2% | +1,090.3% |
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