+89.1%
U vs FAST
+91.5%
-2.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -0.6% | +15.5% | +15.2% |
| 7D | +24.3% | +0.7% | +23.6% | +23.9% |
| 30D | +8.6% | +4.6% | +3.9% | +6.3% |
| 3M | +37.6% | +6.4% | +31.2% | +33.8% |
| 6M | +78.5% | +20.6% | +57.9% | +64.2% |
| YTD | +10.5% | +34.7% | -24.2% | -6.3% |
| 1Y | +15.2% | +29.7% | -14.5% | -0.2% |
| All | +89.1% | +91.5% | -2.4% | +26.8% |
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 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