+62.2%
GEV vs FAST
+4.9%
+57.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.2% |
| 7D | +8.1% | +1.3% | +6.8% | +7.9% |
| 30D | -1.9% | -4.7% | +2.8% | -1.4% |
| 3M | +4.1% | +7.9% | -3.9% | +3.1% |
| 6M | +23.2% | +7.4% | +15.8% | +21.7% |
| YTD | +48.9% | +25.1% | +23.8% | +46.2% |
| 1Y | +62.2% | +4.7% | +57.5% | +54.0% |
| All | +62.2% | +4.9% | +57.3% | +54.0% |
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