+256.8%
FLEX vs FAST
+91.8%
+165.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | -19.3% | +2.1% | -21.4% | -20.0% |
| 30D | -41.5% | +6.9% | -48.4% | -43.1% |
| 3M | -43.1% | +4.8% | -48.0% | -44.2% |
| 6M | -48.2% | +19.8% | -68.0% | -51.9% |
| YTD | +15.5% | +34.9% | -19.4% | +1.9% |
| 1Y | +10.2% | +32.8% | -22.6% | -2.2% |
| 3Y | +256.8% | +93.7% | +163.1% | +156.8% |
| All | +256.8% | +91.8% | +165.0% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling