+108.0%
FAST vs BAX
-64.3%
+172.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | +5.0% | +0.4% | +4.7% | +4.9% |
| 30D | +8.6% | +3.4% | +5.1% | +7.7% |
| 3M | +6.9% | -4.5% | +11.4% | +7.5% |
| 6M | +29.6% | +44.0% | -14.4% | +20.6% |
| YTD | +41.4% | +34.9% | +6.5% | +32.3% |
| 1Y | +38.5% | +37.9% | +0.6% | +29.0% |
| 3Y | +98.7% | -17.1% | +115.8% | +97.0% |
| 5Y | +108.0% | -64.3% | +172.3% | +150.9% |
| All | +108.0% | -64.3% | +172.4% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling