+132.4%
IBM vs FAST
+492.5%
-360.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -0.3% | -0.4% | +0.1% | -0.2% |
| 30D | +0.3% | -0.8% | +1.1% | +0.5% |
| 3M | -21.6% | +5.8% | -27.4% | -23.1% |
| 6M | -4.7% | +8.0% | -12.7% | -7.8% |
| YTD | -19.1% | +25.6% | -44.7% | -26.2% |
| 1Y | -2.5% | +0.8% | -3.3% | -3.7% |
| 3Y | +74.2% | +86.1% | -12.0% | +33.3% |
| 5Y | +113.1% | +100.2% | +12.9% | +55.2% |
| All | +132.4% | +492.5% | -360.2% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling