+6.5%
FIX vs FAST
+30.1%
-23.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.3% | +5.4% |
| 7D | -17.5% | +2.1% | -19.5% | -18.1% |
| 30D | -41.6% | +6.9% | -48.4% | -42.9% |
| 3M | -40.6% | +4.8% | -45.4% | -41.5% |
| 6M | -49.4% | +19.8% | -69.1% | -52.7% |
| YTD | +9.2% | +34.9% | -25.7% | -7.3% |
| 1Y | +6.5% | +32.8% | -26.3% | -8.1% |
| All | +6.5% | +30.1% | -23.6% | -8.1% |
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