-65.7%
TEAM vs FAST
+110.4%
-176.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.3% |
| 7D | -22.2% | +4.8% | -27.0% | -24.2% |
| 30D | -28.1% | +8.6% | -36.7% | -31.5% |
| 3M | -2.2% | +5.7% | -7.8% | -5.5% |
| 6M | +62.2% | +25.5% | +36.8% | +42.6% |
| YTD | -8.4% | +39.6% | -48.0% | -26.9% |
| 1Y | -6.6% | +35.5% | -42.1% | -24.1% |
| 3Y | -15.7% | +96.2% | -111.9% | -53.3% |
| 5Y | -65.7% | +110.2% | -175.9% | -82.5% |
| All | -65.7% | +110.4% | -176.1% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling