-24.7%
U vs FAST
+179.3%
-203.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +36.6% | +2.1% | +34.5% | +34.2% |
| 30D | +13.3% | +6.9% | +6.4% | +6.3% |
| 3M | +26.2% | +4.8% | +21.3% | +20.3% |
| 6M | +88.7% | +19.8% | +69.0% | +58.5% |
| YTD | +16.6% | +34.9% | -18.3% | -16.1% |
| 1Y | +29.0% | +32.8% | -3.8% | -6.1% |
| 3Y | +99.5% | +93.7% | +5.7% | -13.9% |
| 5Y | -66.1% | +105.3% | -171.4% | -86.6% |
| All | -24.7% | +179.3% | -203.9% | -76.3% |
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