+8.9%
GE vs FAST
+36.9%
-28.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | +5.4% | +4.8% | +0.6% | +3.6% |
| 30D | +9.6% | +8.6% | +1.0% | +6.4% |
| 3M | -7.7% | +5.7% | -13.4% | -9.6% |
| 6M | +14.0% | +25.5% | -11.4% | +4.7% |
| YTD | +10.2% | +39.6% | -29.4% | -3.3% |
| 1Y | +8.9% | +35.5% | -26.6% | -3.3% |
| All | +8.9% | +36.9% | -28.0% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling