+14,183.4%
TER vs FAST
+71,032.6%
-56,849.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.1% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | -8.3% | -0.8% | -7.5% | -8.1% |
| 3M | -12.2% | +5.8% | -18.0% | -14.9% |
| 6M | +17.1% | +8.0% | +9.1% | +13.0% |
| YTD | +84.7% | +25.6% | +59.0% | +65.7% |
| 1Y | +199.9% | +0.8% | +199.1% | +196.9% |
| 3Y | +232.8% | +86.1% | +146.7% | +145.3% |
| 5Y | +198.6% | +100.2% | +98.4% | +115.0% |
| 10Y | +1,669.7% | +494.2% | +1,175.6% | +670.2% |
| All | +14,183.4% | +71,032.6% | -56,849.2% | +1,054.6% |
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