-58.1%
FIG vs FAST
+36.9%
-94.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -3.9% |
| 7D | -11.4% | +4.8% | -16.2% | -10.8% |
| 30D | -17.2% | +8.6% | -25.8% | -16.1% |
| 3M | -26.6% | +5.7% | -32.3% | -26.2% |
| 6M | -9.8% | +25.5% | -35.3% | -5.1% |
| YTD | -50.1% | +39.6% | -89.8% | -48.8% |
| 1Y | -58.1% | +35.5% | -93.5% | -56.6% |
| All | -58.1% | +36.9% | -94.9% | -56.6% |
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