+122.9%
FIX vs FAST
+2.3%
+120.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.7% |
| 7D | +6.0% | -0.4% | +6.4% | +6.1% |
| 30D | -7.2% | -0.8% | -6.5% | -7.0% |
| 3M | -15.9% | +5.8% | -21.6% | -17.2% |
| 6M | +12.7% | +8.0% | +4.8% | +9.2% |
| YTD | +72.8% | +25.6% | +47.2% | +61.2% |
| 1Y | +122.9% | +0.8% | +122.1% | +118.8% |
| All | +122.9% | +2.3% | +120.6% | +118.8% |
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