+74,417.0%
FAST vs BAX
+898.9%
+73,518.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | +2.1% | +12.1% | -10.0% | -1.5% |
| 30D | +6.9% | +7.6% | -0.7% | +4.1% |
| 3M | +4.8% | -4.5% | +9.3% | +5.7% |
| 6M | +19.8% | +52.0% | -32.2% | +4.1% |
| YTD | +34.9% | +35.1% | -0.2% | +20.1% |
| 1Y | +32.8% | +43.7% | -10.9% | +15.9% |
| 3Y | +93.7% | -20.9% | +114.7% | +94.7% |
| 5Y | +105.3% | -63.5% | +168.9% | +159.1% |
| 10Y | +595.4% | -36.0% | +631.3% | +622.1% |
| All | +74,417.0% | +898.9% | +73,518.1% | +29,335.4% |
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