+19.2%
U vs FAST
+36.2%
-17.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.2% |
| 7D | +32.3% | +3.8% | +28.5% | +32.2% |
| 30D | +9.7% | +8.1% | +1.6% | +9.4% |
| 3M | +19.6% | +5.8% | +13.8% | +19.1% |
| 6M | +82.6% | +24.9% | +57.8% | +83.6% |
| YTD | +16.4% | +38.9% | -22.5% | +15.8% |
| All | +19.2% | +36.2% | -17.0% | +18.8% |
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