+74,290.4%
FAST vs BAX
+893.5%
+73,396.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.4% |
| 7D | +0.7% | +9.1% | -8.5% | -2.1% |
| 30D | +4.6% | +5.3% | -0.7% | +2.6% |
| 3M | +6.4% | -6.1% | +12.5% | +7.8% |
| 6M | +20.6% | +53.3% | -32.7% | +4.5% |
| YTD | +34.7% | +34.4% | +0.3% | +20.1% |
| 1Y | +29.7% | +43.2% | -13.5% | +13.3% |
| 3Y | +89.9% | -20.1% | +110.1% | +90.2% |
| 5Y | +105.0% | -63.7% | +168.7% | +159.1% |
| 10Y | +594.2% | -36.3% | +630.5% | +622.0% |
| All | +74,290.4% | +893.5% | +73,396.9% | +29,333.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling