+33.6%
TER vs FAST
+36.9%
-3.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.6% |
| 7D | -8.9% | +4.8% | -13.7% | -11.6% |
| 30D | -39.1% | +8.6% | -47.7% | -42.5% |
| 3M | -32.8% | +5.7% | -38.5% | -35.3% |
| 6M | -31.7% | +25.5% | -57.2% | -43.9% |
| YTD | +26.9% | +39.6% | -12.7% | -4.9% |
| 1Y | +33.6% | +35.5% | -1.9% | +2.9% |
| All | +33.6% | +36.9% | -3.3% | +2.9% |
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