-4.9%
ON vs FAST
+91.5%
-96.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.6% | -11.0% | -11.2% |
| 7D | -16.3% | +0.7% | -16.9% | -16.5% |
| 30D | -27.0% | +4.6% | -31.6% | -29.0% |
| 3M | -18.1% | +6.4% | -24.4% | -21.0% |
| 6M | -38.6% | +20.6% | -59.2% | -45.2% |
| YTD | +16.4% | +34.7% | -18.3% | -3.7% |
| 1Y | +25.8% | +29.7% | -3.8% | +6.5% |
| All | -4.9% | +91.5% | -96.3% | -42.2% |
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 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