+189.9%
LQD vs FAST
+3,264.6%
-3,074.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.4% | -0.4% | 0.0% | -0.4% |
| 30D | -0.8% | -0.8% | 0.0% | -0.8% |
| 3M | -1.9% | +5.8% | -7.7% | -2.0% |
| 6M | -2.7% | +8.0% | -10.6% | -2.8% |
| YTD | -1.3% | +25.6% | -26.9% | -1.6% |
| 1Y | 0.0% | +0.8% | -0.8% | -0.1% |
| 3Y | +14.9% | +86.1% | -71.2% | +14.1% |
| 5Y | -4.6% | +100.2% | -104.8% | -5.4% |
| 10Y | +22.0% | +494.2% | -472.2% | +21.7% |
| All | +189.9% | +3,264.6% | -3,074.6% | +204.7% |
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