-83.2%
FIG vs FAST
+21.6%
-104.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.2% | +3.6% |
| 7D | -12.6% | +3.8% | -16.5% | -12.1% |
| 30D | -13.8% | +8.1% | -21.8% | -12.5% |
| 3M | -16.7% | +5.8% | -22.5% | -16.0% |
| 6M | -6.1% | +24.9% | -31.0% | -1.0% |
| YTD | -48.1% | +38.9% | -87.0% | -44.0% |
| 1Y | -56.2% | +36.5% | -92.6% | -53.1% |
| All | -83.2% | +21.6% | -104.8% | -84.2% |
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