-55.8%
FIG vs FAST
+2.3%
-58.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.1% | -4.2% |
| 7D | -16.3% | -0.4% | -15.9% | -16.4% |
| 30D | -14.3% | -0.8% | -13.5% | -14.4% |
| 3M | +7.2% | +5.8% | +1.4% | +8.7% |
| 6M | -18.6% | +8.0% | -26.6% | -16.6% |
| YTD | -35.5% | +25.6% | -61.1% | -30.9% |
| 1Y | -55.8% | +0.8% | -56.6% | -54.8% |
| All | -55.8% | +2.3% | -58.1% | -54.8% |
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