-3.7%
FISV vs FAST
+32.0%
-35.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.6% | +5.9% |
| 7D | +29.6% | +3.4% | +26.2% | +28.6% |
| 30D | +34.5% | +5.5% | +29.0% | +32.7% |
| 3M | +11.2% | +7.6% | +3.7% | +9.0% |
| 6M | -1.2% | +19.8% | -21.0% | -5.4% |
| YTD | -7.6% | +35.5% | -43.1% | -17.5% |
| 1Y | -3.7% | +31.6% | -35.3% | -12.7% |
| All | -3.7% | +32.0% | -35.7% | -12.7% |
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