+61.0%
T vs FAST
+91.5%
-30.4%
-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% | +0.5% | 0.0% |
| 7D | +4.3% | +0.7% | +3.6% | +4.2% |
| 30D | -9.7% | +4.6% | -14.3% | -10.2% |
| 3M | -4.3% | +6.4% | -10.7% | -5.1% |
| 6M | -13.7% | +20.6% | -34.3% | -15.7% |
| YTD | -8.0% | +34.7% | -42.6% | -11.6% |
| 1Y | -6.9% | +29.7% | -36.6% | -10.2% |
| All | +61.0% | +91.5% | -30.4% | +54.7% |
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