+105.3%
FAST vs BAX
-63.7%
+169.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +2.1% | +12.1% | -10.0% | +0.1% |
| 30D | +6.9% | +7.6% | -0.7% | +5.3% |
| 3M | +4.8% | -4.5% | +9.3% | +5.4% |
| 6M | +19.8% | +52.0% | -32.2% | +10.4% |
| YTD | +34.9% | +35.1% | -0.2% | +26.2% |
| 1Y | +32.8% | +43.7% | -10.9% | +22.9% |
| 3Y | +93.7% | -20.9% | +114.7% | +93.9% |
| All | +105.3% | -63.7% | +169.0% | +146.7% |
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 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