+2,105.4%
FIX vs FAST
+100.5%
+2,004.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.5% |
| 7D | +6.0% | -0.4% | +6.4% | +6.2% |
| 30D | -7.2% | -0.8% | -6.5% | -6.9% |
| 3M | -15.9% | +5.8% | -21.6% | -18.8% |
| 6M | +12.7% | +8.0% | +4.8% | +7.0% |
| YTD | +72.8% | +25.6% | +47.2% | +49.0% |
| 1Y | +122.9% | +0.8% | +122.1% | +118.6% |
| 3Y | +774.3% | +86.1% | +688.2% | +459.0% |
| All | +2,105.4% | +100.5% | +2,004.9% | +1,172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling