+69,298.0%
FAST vs BAX
+900.4%
+68,397.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.4% |
| 7D | -0.4% | -1.1% | +0.8% | 0.0% |
| 30D | -0.8% | -5.5% | +4.7% | +0.8% |
| 3M | +5.8% | +33.5% | -27.8% | -3.8% |
| 6M | +8.0% | +35.9% | -27.9% | -2.7% |
| YTD | +25.6% | +35.4% | -9.7% | +12.4% |
| 1Y | +0.8% | +9.8% | -8.9% | -4.8% |
| 3Y | +86.1% | -32.7% | +118.8% | +97.1% |
| 5Y | +100.2% | -65.6% | +165.8% | +158.5% |
| 10Y | +494.2% | -34.9% | +529.1% | +516.7% |
| All | +69,298.0% | +900.4% | +68,397.6% | +27,439.5% |
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