+3,586.8%
LITE vs FAST
+609.0%
+2,977.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.7% | -9.5% | -8.6% |
| 7D | -31.4% | +3.4% | -34.8% | -32.6% |
| 30D | -42.6% | +5.5% | -48.1% | -44.2% |
| 3M | -26.2% | +7.6% | -33.8% | -29.1% |
| 6M | -35.8% | +19.8% | -55.6% | -42.1% |
| YTD | +70.0% | +35.5% | +34.6% | +43.5% |
| 1Y | +232.7% | +31.6% | +201.1% | +184.8% |
| 3Y | +1,365.7% | +91.0% | +1,274.7% | +915.1% |
| 5Y | +609.5% | +105.1% | +504.4% | +366.0% |
| 10Y | +1,721.9% | +598.2% | +1,123.7% | +658.9% |
| All | +3,586.8% | +609.0% | +2,977.8% | +1,453.2% |
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 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