+2,926.4%
V vs FAST
+1,354.2%
+1,572.2%
-51.9%
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% | -1.3% |
| 7D | -1.7% | -0.4% | -1.3% | -1.6% |
| 30D | +2.0% | -0.8% | +2.7% | +2.1% |
| 3M | +17.4% | +5.8% | +11.6% | +14.2% |
| 6M | +17.5% | +8.0% | +9.5% | +12.5% |
| YTD | +7.6% | +25.6% | -18.0% | -4.0% |
| 1Y | +7.7% | +0.8% | +6.9% | +5.5% |
| 3Y | +54.7% | +86.1% | -31.4% | +13.4% |
| 5Y | +73.0% | +100.2% | -27.2% | +21.0% |
| 10Y | +390.9% | +494.2% | -103.3% | +100.5% |
| All | +2,926.4% | +1,354.2% | +1,572.2% | +557.1% |
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