-83.6%
FIG vs FAST
+23.6%
-107.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +2.0% |
| 7D | -14.3% | +4.3% | -18.6% | -13.7% |
| 30D | -13.6% | +8.3% | -21.9% | -12.3% |
| 3M | -23.7% | +6.5% | -30.2% | -23.1% |
| 6M | -5.4% | +29.5% | -34.9% | +0.5% |
| YTD | -49.2% | +41.3% | -90.5% | -45.1% |
| 1Y | -57.4% | +37.4% | -94.7% | -54.4% |
| All | -83.6% | +23.6% | -107.2% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling