+4,785.6%
FLEX vs FAST
+14,853.1%
-10,067.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.6% | -13.0% | -13.3% |
| 7D | -28.3% | +0.7% | -29.0% | -28.6% |
| 30D | -45.0% | +4.6% | -49.7% | -46.3% |
| 3M | -45.2% | +6.4% | -51.6% | -47.0% |
| 6M | -30.8% | +20.6% | -51.4% | -36.8% |
| YTD | +10.4% | +34.7% | -24.2% | -4.6% |
| 1Y | +2.3% | +29.7% | -27.4% | -10.2% |
| 3Y | +238.9% | +89.9% | +149.0% | +145.9% |
| 5Y | +386.0% | +105.0% | +281.0% | +238.2% |
| 10Y | +551.1% | +594.2% | -43.1% | +159.6% |
| All | +4,785.6% | +14,853.1% | -10,067.6% | +588.7% |
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