+65.5%
T vs FAST
+97.8%
-32.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +2.5% | +4.2% | -1.6% | +2.1% |
| 30D | -3.8% | +6.7% | -10.4% | -4.5% |
| 3M | -8.7% | +8.0% | -16.8% | -9.6% |
| 6M | -8.1% | +27.4% | -35.5% | -10.8% |
| YTD | -6.4% | +40.5% | -46.9% | -10.6% |
| 1Y | -9.8% | +38.4% | -48.1% | -13.6% |
| 3Y | +65.5% | +98.7% | -33.2% | +61.3% |
| All | +65.5% | +97.8% | -32.3% | +61.3% |
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 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