+50.3%
INTC vs FAST
+91.8%
-41.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.2% | +7.5% | +7.6% |
| 7D | -14.4% | +2.1% | -16.5% | -15.4% |
| 30D | -50.2% | +6.9% | -57.1% | -51.9% |
| 3M | -43.6% | +4.8% | -48.5% | -45.1% |
| 6M | -50.2% | +19.8% | -70.0% | -55.1% |
| YTD | +52.5% | +34.9% | +17.6% | +27.2% |
| 1Y | +51.1% | +32.8% | +18.3% | +27.1% |
| 3Y | +50.3% | +93.7% | -43.5% | +1.0% |
| All | +50.3% | +91.8% | -41.5% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling