-47.5%
FISV vs FAST
+97.8%
-145.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.4% | +3.9% |
| 7D | +1.4% | +4.2% | -2.7% | +0.3% |
| 30D | +38.4% | +6.7% | +31.8% | +35.9% |
| 3M | +14.9% | +8.0% | +6.9% | +12.3% |
| 6M | +21.8% | +27.4% | -5.6% | +13.4% |
| YTD | -5.0% | +40.5% | -45.5% | -15.0% |
| 1Y | -1.2% | +38.4% | -39.5% | -11.1% |
| 3Y | -47.5% | +98.7% | -146.2% | -54.7% |
| All | -47.5% | +97.8% | -145.3% | -54.7% |
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 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