+322.4%
NET vs FAST
+92.6%
+229.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.9% |
| 7D | -16.4% | +3.4% | -19.8% | -17.0% |
| 30D | -25.8% | +5.5% | -31.3% | -26.7% |
| 3M | -11.5% | +7.6% | -19.1% | -13.0% |
| 6M | +18.9% | +19.8% | -0.9% | +14.0% |
| YTD | +35.2% | +35.5% | -0.2% | +22.4% |
| 1Y | +14.5% | +31.6% | -17.2% | +4.7% |
| All | +322.4% | +92.6% | +229.8% | +190.9% |
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