+22.9%
FISV vs FAST
+546.1%
-523.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | -2.0% | +5.0% | -7.0% | -3.9% |
| 30D | +31.8% | +8.6% | +23.2% | +27.4% |
| 3M | +19.3% | +6.9% | +12.4% | +15.8% |
| 6M | +12.1% | +29.6% | -17.5% | +0.4% |
| YTD | -8.4% | +41.4% | -49.9% | -21.6% |
| 1Y | -4.5% | +38.5% | -43.0% | -17.5% |
| 3Y | -49.4% | +98.7% | -148.1% | -63.3% |
| 5Y | -39.0% | +108.0% | -147.0% | -57.4% |
| All | +22.9% | +546.1% | -523.2% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling