+54.8%
ON vs FAST
+2.3%
+52.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +2.4% | -0.4% | +2.8% | +2.5% |
| 30D | -3.3% | -0.8% | -2.5% | -3.0% |
| 3M | -43.6% | +5.8% | -49.3% | -44.7% |
| 6M | +19.0% | +8.0% | +11.0% | +14.0% |
| YTD | +37.4% | +25.6% | +11.7% | +30.2% |
| 1Y | +54.8% | +0.8% | +54.0% | +34.3% |
| All | +54.8% | +2.3% | +52.4% | +34.3% |
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