-50.9%
FIX vs FAST
+18.8%
-69.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.6% | -11.0% | -11.5% |
| 7D | -27.2% | +0.7% | -27.9% | -27.2% |
| 30D | -46.9% | +4.6% | -51.6% | -47.1% |
| 3M | -44.4% | +6.4% | -50.8% | -44.5% |
| 6M | -50.9% | +20.6% | -71.5% | -51.2% |
| All | -50.9% | +18.8% | -69.7% | -51.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling