+533.3%
FAST vs BB
+21.8%
+511.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | +4.2% | +1.8% | +2.3% | +4.0% |
| 30D | +6.7% | +8.1% | -1.5% | +5.6% |
| 3M | +8.0% | -1.0% | +9.0% | +7.6% |
| 6M | +27.4% | +45.9% | -18.5% | +20.6% |
| YTD | +40.5% | +134.8% | -94.3% | +26.1% |
| 1Y | +38.4% | +104.6% | -66.2% | +25.7% |
| 3Y | +98.7% | +152.8% | -54.2% | +70.5% |
| 5Y | +106.7% | -17.4% | +124.1% | +93.6% |
| All | +533.3% | +21.8% | +511.6% | +421.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling