-39.0%
U vs FAST
+160.1%
-199.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.7% |
| 7D | -3.8% | -0.4% | -3.4% | -3.5% |
| 30D | +17.5% | -0.8% | +18.2% | +18.3% |
| 3M | +38.7% | +5.8% | +33.0% | +31.3% |
| 6M | +104.4% | +8.0% | +96.4% | +86.3% |
| YTD | -5.7% | +25.6% | -31.3% | -27.4% |
| 1Y | +3.7% | +0.8% | +2.9% | -1.5% |
| 3Y | +12.3% | +86.1% | -73.8% | -50.8% |
| 5Y | -68.8% | +100.2% | -169.0% | -87.2% |
| All | -39.0% | +160.1% | -199.1% | -79.5% |
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