+8,419.6%
FIX vs FAST
+5,464.8%
+2,954.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.7% | -16.8% | -15.8% |
| 7D | -18.9% | +3.4% | -22.3% | -20.1% |
| 30D | -36.3% | +5.5% | -41.8% | -37.8% |
| 3M | -38.5% | +7.6% | -46.1% | -40.5% |
| 6M | -42.3% | +19.8% | -62.1% | -46.8% |
| YTD | +17.1% | +35.5% | -18.4% | +2.2% |
| 1Y | +14.4% | +31.6% | -17.2% | +1.1% |
| 3Y | +486.7% | +91.0% | +395.6% | +340.1% |
| 5Y | +1,083.7% | +105.1% | +978.6% | +759.7% |
| 10Y | +3,932.4% | +598.2% | +3,334.2% | +1,719.1% |
| All | +8,419.6% | +5,464.8% | +2,954.8% | +1,986.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling