-64.3%
FISV vs FAST
+4.1%
-68.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.2% | -4.0% |
| 7D | -6.4% | +1.8% | -8.2% | -6.9% |
| 30D | -6.8% | -6.4% | -0.4% | -5.1% |
| 3M | -10.0% | +5.3% | -15.3% | -11.7% |
| 6M | -20.6% | +5.4% | -26.0% | -22.8% |
| YTD | -27.6% | +23.6% | -51.2% | -34.9% |
| 1Y | -64.3% | +4.1% | -68.4% | -67.3% |
| All | -64.3% | +4.1% | -68.4% | -67.3% |
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