+232.7%
LITE vs FAST
+32.0%
+200.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.7% | -9.5% | -7.8% |
| 7D | -31.4% | +3.4% | -34.8% | -31.3% |
| 30D | -42.6% | +5.5% | -48.1% | -42.4% |
| 3M | -26.2% | +7.6% | -33.8% | -26.0% |
| 6M | -35.8% | +19.8% | -55.6% | -36.1% |
| YTD | +70.0% | +35.5% | +34.6% | +64.8% |
| 1Y | +232.7% | +31.6% | +201.1% | +232.1% |
| All | +232.7% | +32.0% | +200.7% | +232.1% |
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