+43.4%
ON vs FAST
+36.9%
+6.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -4.1% | +4.8% | -8.9% | -6.2% |
| 30D | -10.2% | +8.6% | -18.8% | -13.9% |
| 3M | -12.7% | +5.7% | -18.4% | -15.2% |
| 6M | -32.5% | +25.5% | -58.0% | -40.4% |
| YTD | +28.6% | +39.6% | -11.1% | +2.1% |
| 1Y | +43.4% | +35.5% | +7.9% | +17.2% |
| All | +43.4% | +36.9% | +6.5% | +17.2% |
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 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