+43.2%
TER vs FAST
+32.0%
+11.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.7% | -8.5% | -7.9% |
| 7D | -19.9% | +3.4% | -23.3% | -21.8% |
| 30D | -43.5% | +5.5% | -49.0% | -45.8% |
| 3M | -37.8% | +7.6% | -45.4% | -41.4% |
| 6M | -25.6% | +19.8% | -45.4% | -36.7% |
| YTD | +29.8% | +35.5% | -5.6% | -1.7% |
| 1Y | +43.2% | +31.6% | +11.5% | +11.4% |
| All | +43.2% | +32.0% | +11.2% | +11.4% |
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 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