+7.4%
ON vs FAST
+96.6%
-89.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.0% | +6.2% | +7.5% |
| 7D | -1.4% | +3.8% | -5.3% | -3.4% |
| 30D | -10.9% | +8.1% | -18.9% | -14.7% |
| 3M | -14.9% | +5.8% | -20.7% | -17.6% |
| 6M | -33.0% | +24.9% | -57.9% | -41.3% |
| YTD | +27.6% | +38.9% | -11.3% | +3.9% |
| 1Y | +44.5% | +36.5% | +8.0% | +18.9% |
| 3Y | +7.4% | +98.1% | -90.7% | -34.5% |
| All | +7.4% | +96.6% | -89.2% | -34.5% |
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