+238.5%
TER vs FAST
+86.1%
+152.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.0% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | -8.3% | -0.8% | -7.5% | -8.0% |
| 3M | -12.2% | +5.8% | -18.0% | -15.7% |
| 6M | +17.1% | +8.0% | +9.1% | +11.2% |
| YTD | +84.7% | +25.6% | +59.0% | +61.1% |
| 1Y | +199.9% | +0.8% | +199.1% | +194.7% |
| All | +238.5% | +86.1% | +152.4% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling