+499.9%
FAST vs BB
-0.4%
+500.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | -5.6% | +5.3% | +0.2% |
| 30D | -0.8% | -11.8% | +11.0% | +0.4% |
| 3M | +5.8% | -25.5% | +31.3% | +8.0% |
| 6M | +8.0% | +121.3% | -113.3% | -2.2% |
| YTD | +25.6% | +103.2% | -77.5% | +14.8% |
| 1Y | +0.8% | +102.6% | -101.8% | -8.3% |
| 3Y | +86.1% | +37.5% | +48.6% | +70.3% |
| 5Y | +100.2% | -30.4% | +130.7% | +91.0% |
| All | +499.9% | -0.4% | +500.2% | +387.4% |
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