+106.8%
FAST vs AGG
-1.4%
+108.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -4.7% | -0.4% | -4.4% | -4.5% |
| 3M | +7.9% | -0.3% | +8.2% | +8.1% |
| 6M | +7.4% | -1.2% | +8.7% | +8.3% |
| YTD | +25.1% | -0.4% | +25.4% | +25.4% |
| 1Y | +4.7% | +0.4% | +4.3% | +4.5% |
| 3Y | +94.7% | +13.4% | +81.3% | +79.2% |
| 5Y | +106.8% | -1.4% | +108.2% | +104.4% |
| All | +106.8% | -1.4% | +108.2% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling