+10,545.1%
LIN vs FAST
+32,110.0%
-21,564.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.2% |
| 7D | -2.1% | -0.4% | -1.8% | -2.0% |
| 30D | -2.4% | -0.8% | -1.6% | -2.3% |
| 3M | -5.6% | +5.8% | -11.3% | -7.4% |
| 6M | -3.4% | +8.0% | -11.4% | -6.3% |
| YTD | +13.1% | +25.6% | -12.5% | +4.4% |
| 1Y | +2.5% | +0.8% | +1.7% | +1.1% |
| 3Y | +27.6% | +86.1% | -58.5% | +2.6% |
| 5Y | +63.0% | +100.2% | -37.2% | +27.4% |
| 10Y | +359.3% | +494.2% | -134.9% | +152.7% |
| All | +10,545.1% | +32,110.0% | -21,564.8% | +2,164.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling