-50.3%
TEAM vs FAST
+100.5%
-150.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | -0.4% | -0.4% | -0.1% | -0.2% |
| 30D | +67.3% | -0.8% | +68.1% | +68.2% |
| 3M | +86.8% | +5.8% | +81.0% | +81.4% |
| 6M | +146.8% | +8.0% | +138.8% | +132.9% |
| YTD | +16.9% | +25.6% | -8.7% | -1.0% |
| 1Y | +12.8% | +0.8% | +12.0% | +10.3% |
| 3Y | -7.3% | +86.1% | -93.4% | -48.5% |
| All | -50.3% | +100.5% | -150.9% | -73.2% |
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 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