+87.5%
U vs FAST
+97.8%
-10.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.9% | +5.5% |
| 7D | +2.6% | +4.2% | -1.6% | +0.9% |
| 30D | +27.6% | +6.7% | +20.9% | +24.1% |
| 3M | +15.3% | +8.0% | +7.3% | +11.4% |
| 6M | +96.4% | +27.4% | +69.0% | +76.7% |
| YTD | +19.6% | +40.5% | -20.9% | -0.2% |
| 1Y | +42.1% | +38.4% | +3.8% | +19.4% |
| 3Y | +87.5% | +98.7% | -11.1% | +30.2% |
| All | +87.5% | +97.8% | -10.2% | +30.2% |
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