+199.8%
TER vs FAST
+2.3%
+197.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.7% | +5.0% |
| 7D | +0.6% | -0.4% | +0.9% | +0.8% |
| 30D | -8.3% | -0.8% | -7.5% | -8.1% |
| 3M | -12.2% | +5.8% | -18.0% | -15.6% |
| 6M | +17.0% | +8.0% | +9.0% | +10.2% |
| YTD | +84.6% | +25.6% | +59.0% | +69.0% |
| 1Y | +199.8% | +0.8% | +199.0% | +169.3% |
| All | +199.8% | +2.3% | +197.5% | +169.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling