-65.3%
TEAM vs FAST
+103.6%
-168.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.2% | -16.3% | -16.2% |
| 7D | -19.8% | +2.1% | -21.9% | -20.8% |
| 30D | -21.5% | +6.9% | -28.4% | -24.5% |
| 3M | +39.5% | +4.8% | +34.7% | +35.7% |
| 6M | +73.1% | +19.8% | +53.3% | +56.0% |
| YTD | -5.2% | +34.9% | -40.1% | -23.0% |
| 1Y | -1.6% | +32.8% | -34.3% | -19.3% |
| 3Y | -11.4% | +93.7% | -105.2% | -51.1% |
| All | -65.3% | +103.6% | -168.9% | -82.4% |
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