+51.2%
INTC vs FAST
+36.9%
+14.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -4.0% | +4.8% | -8.8% | -5.4% |
| 30D | -44.5% | +8.6% | -53.1% | -45.8% |
| 3M | -40.4% | +5.7% | -46.1% | -41.4% |
| 6M | -53.5% | +25.5% | -78.9% | -57.2% |
| YTD | +57.5% | +39.6% | +17.9% | +35.8% |
| 1Y | +51.2% | +35.5% | +15.7% | +32.3% |
| All | +51.2% | +36.9% | +14.3% | +32.3% |
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