-7.9%
TEAM vs FAST
+86.1%
-94.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.7% |
| 7D | -0.4% | -0.4% | -0.1% | -0.4% |
| 30D | +67.3% | -0.8% | +68.1% | +67.6% |
| 3M | +86.8% | +5.8% | +81.0% | +85.7% |
| 6M | +146.8% | +8.0% | +138.8% | +143.9% |
| YTD | +16.9% | +25.6% | -8.7% | +11.2% |
| 1Y | +12.8% | +0.8% | +12.0% | +13.7% |
| All | -7.9% | +86.1% | -94.0% | -17.2% |
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