+162.5%
ON vs FAST
+4,430.4%
-4,267.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.6% | -11.0% | -11.2% |
| 7D | -16.3% | +0.7% | -16.9% | -16.6% |
| 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% | -3.0% |
| 1Y | +25.8% | +29.7% | -3.8% | +7.2% |
| 3Y | -7.7% | +89.9% | -97.6% | -37.7% |
| 5Y | +6.6% | +105.0% | -98.4% | -30.7% |
| 10Y | +444.6% | +594.2% | -149.6% | +80.2% |
| All | +162.5% | +4,430.4% | -4,267.9% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling