+575.3%
FAST vs BB
+23.8%
+551.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.3% | -0.3% |
| 7D | +2.1% | +3.8% | -1.7% | +1.7% |
| 30D | +6.9% | -0.3% | +7.2% | +6.6% |
| 3M | +4.8% | -0.5% | +5.3% | +4.3% |
| 6M | +19.8% | +45.9% | -26.1% | +13.3% |
| YTD | +34.9% | +130.6% | -95.7% | +21.3% |
| 1Y | +32.8% | +89.2% | -56.4% | +21.6% |
| 3Y | +93.7% | +137.5% | -43.8% | +67.3% |
| 5Y | +105.3% | -20.9% | +126.2% | +93.0% |
| All | +575.3% | +23.8% | +551.5% | +459.4% |
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