-84.0%
FIG vs FAST
+17.8%
-101.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.6% | -16.1% | -16.8% |
| 7D | -17.4% | +0.7% | -18.0% | -17.3% |
| 30D | -15.9% | +4.6% | -20.6% | -15.1% |
| 3M | -34.5% | +6.4% | -40.9% | -33.7% |
| 6M | -5.0% | +20.6% | -25.6% | -0.4% |
| YTD | -50.7% | +34.7% | -85.3% | -47.0% |
| 1Y | -58.1% | +29.7% | -87.8% | -55.7% |
| All | -84.0% | +17.8% | -101.9% | -85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling