+8,410.9%
TER vs FAST
+76,149.7%
-67,738.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.6% | -14.7% | -15.0% |
| 7D | -28.2% | +0.7% | -28.9% | -28.4% |
| 30D | -50.6% | +4.6% | -55.2% | -51.7% |
| 3M | -45.3% | +6.4% | -51.7% | -47.2% |
| 6M | -40.4% | +20.6% | -61.0% | -45.8% |
| YTD | +10.0% | +34.7% | -24.6% | -4.8% |
| 1Y | +13.6% | +29.7% | -16.0% | +0.1% |
| 3Y | +145.2% | +89.9% | +55.3% | +78.8% |
| 5Y | +50.4% | +105.0% | -54.6% | +6.6% |
| 10Y | +882.9% | +594.2% | +288.8% | +297.7% |
| All | +8,410.9% | +76,149.7% | -67,738.8% | +563.7% |
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