-59.1%
FIG vs FAST
+30.1%
-89.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -13.1% | +2.1% | -15.2% | -12.8% |
| 30D | -13.0% | +6.9% | -19.9% | -12.0% |
| 3M | -21.5% | +4.8% | -26.4% | -21.0% |
| 6M | -2.5% | +19.8% | -22.3% | +1.9% |
| YTD | -49.7% | +34.9% | -84.6% | -48.7% |
| 1Y | -59.1% | +32.8% | -91.9% | -59.0% |
| All | -59.1% | +30.1% | -89.2% | -59.0% |
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