+14.4%
FIX vs FAST
+32.0%
-17.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.7% | -16.8% | -15.6% |
| 7D | -18.9% | +3.4% | -22.3% | -19.9% |
| 30D | -36.3% | +5.5% | -41.8% | -37.5% |
| 3M | -38.5% | +7.6% | -46.1% | -40.1% |
| 6M | -42.3% | +19.8% | -62.1% | -46.3% |
| YTD | +17.1% | +35.5% | -18.4% | -2.1% |
| 1Y | +14.4% | +31.6% | -17.2% | -1.5% |
| All | +14.4% | +32.0% | -17.6% | -1.5% |
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