+93.9%
INTC vs FAST
+100.5%
-6.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.8% | +4.1% |
| 7D | +7.1% | -0.4% | +7.4% | +7.3% |
| 30D | -5.2% | -0.8% | -4.4% | -4.9% |
| 3M | -14.3% | +5.8% | -20.0% | -17.5% |
| 6M | +110.2% | +8.0% | +102.2% | +98.8% |
| YTD | +159.6% | +25.6% | +134.0% | +123.8% |
| 1Y | +289.3% | +0.8% | +288.5% | +281.7% |
| 3Y | +166.1% | +86.1% | +79.9% | +75.5% |
| All | +93.9% | +100.5% | -6.7% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling