+533.3%
FAST vs BAX
-35.8%
+569.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | +6.7% | +4.1% | +2.6% | +5.2% |
| 3M | +8.0% | -4.5% | +12.6% | +8.9% |
| 6M | +27.4% | +49.2% | -21.8% | +12.7% |
| YTD | +40.5% | +35.2% | +5.2% | +26.2% |
| 1Y | +38.4% | +38.3% | +0.1% | +23.4% |
| 3Y | +98.7% | -19.0% | +117.7% | +98.5% |
| 5Y | +106.7% | -64.2% | +170.9% | +181.0% |
| All | +533.3% | -35.8% | +569.2% | +716.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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