+77.6%
V vs FAST
+91.5%
-13.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.0% |
| 7D | +2.9% | +0.7% | +2.3% | +2.8% |
| 30D | +14.0% | +4.6% | +9.4% | +12.6% |
| 3M | +14.9% | +6.4% | +8.5% | +12.9% |
| 6M | +31.7% | +20.6% | +11.1% | +25.0% |
| YTD | +21.2% | +34.7% | -13.4% | +9.9% |
| 1Y | +25.3% | +29.7% | -4.4% | +15.0% |
| All | +77.6% | +91.5% | -13.9% | +46.2% |
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