+52.4%
GEV vs FAST
+32.0%
+20.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.7% | -11.0% | -9.6% |
| 7D | -5.1% | +3.4% | -8.6% | -5.8% |
| 30D | -15.8% | +5.5% | -21.3% | -16.8% |
| 3M | -18.2% | +7.6% | -25.8% | -19.4% |
| 6M | -22.4% | +19.8% | -42.2% | -25.4% |
| YTD | +27.7% | +35.5% | -7.7% | +13.8% |
| 1Y | +52.4% | +31.6% | +20.7% | +39.0% |
| All | +52.4% | +32.0% | +20.4% | +39.0% |
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