+625.9%
TEAM vs FAST
+639.8%
-13.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.1% |
| 7D | -19.7% | +4.3% | -24.0% | -21.0% |
| 30D | -26.6% | +8.3% | -34.9% | -29.1% |
| 3M | -1.1% | +6.5% | -7.5% | -3.8% |
| 6M | +74.6% | +29.5% | +45.1% | +57.1% |
| YTD | -6.0% | +41.3% | -47.2% | -19.7% |
| 1Y | -3.2% | +37.4% | -40.6% | -16.5% |
| 3Y | -13.5% | +98.5% | -112.1% | -38.0% |
| 5Y | -65.5% | +111.1% | -176.6% | -76.0% |
| 10Y | +454.5% | +548.6% | -94.0% | +178.0% |
| All | +625.9% | +639.8% | -13.9% | +248.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling