+74.8%
IVV vs FAST
+91.5%
-16.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.3% |
| 7D | -4.8% | +0.7% | -5.4% | -4.9% |
| 30D | -5.9% | +4.6% | -10.6% | -7.0% |
| 3M | -4.5% | +6.4% | -10.9% | -6.1% |
| 6M | +1.8% | +20.6% | -18.8% | -3.3% |
| YTD | +8.4% | +34.7% | -26.3% | -1.1% |
| 1Y | +9.4% | +29.7% | -20.3% | +0.9% |
| All | +74.8% | +91.5% | -16.6% | +41.2% |
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 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