+509.1%
FAST vs BAX
-34.3%
+543.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.5% |
| 7D | -0.4% | -1.1% | +0.8% | -0.1% |
| 30D | -0.8% | -5.5% | +4.7% | +0.7% |
| 3M | +5.8% | +33.5% | -27.8% | -3.0% |
| 6M | +8.0% | +35.9% | -27.9% | -1.9% |
| YTD | +25.6% | +35.4% | -9.7% | +13.4% |
| 1Y | +0.8% | +9.8% | -8.9% | -4.2% |
| 3Y | +86.1% | -32.7% | +118.8% | +99.0% |
| 5Y | +100.2% | -65.6% | +165.8% | +176.6% |
| All | +509.1% | -34.3% | +543.4% | +612.6% |
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