+524.1%
FAST vs AGG
+14.8%
+509.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | -6.4% | -0.2% | -6.2% | -6.4% |
| 3M | +5.3% | -0.7% | +6.0% | +5.5% |
| 6M | +5.4% | -1.8% | +7.1% | +5.8% |
| YTD | +23.6% | -0.6% | +24.2% | +23.7% |
| 1Y | +4.1% | +0.4% | +3.7% | +4.0% |
| 3Y | +92.4% | +13.2% | +79.2% | +88.5% |
| 5Y | +106.1% | -2.0% | +108.0% | +91.0% |
| 10Y | +524.1% | +15.1% | +509.0% | +602.5% |
| All | +524.1% | +14.8% | +509.3% | +602.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling