+98.7%
FAST vs BAX
-18.0%
+116.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.8% |
| 3M | +8.0% | -4.5% | +12.6% | +8.6% |
| 6M | +27.4% | +49.2% | -21.8% | +18.7% |
| YTD | +40.5% | +35.2% | +5.2% | +32.2% |
| 1Y | +38.4% | +38.3% | +0.1% | +29.7% |
| 3Y | +98.7% | -19.0% | +117.7% | +97.7% |
| All | +98.7% | -18.0% | +116.7% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling