+107.2%
FAST vs BB
-30.6%
+137.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| YTD | +25.6% | +103.2% | -77.5% | +13.9% |
| 1Y | +0.8% | +102.6% | -101.8% | -9.0% |
| 3Y | +86.1% | +37.5% | +48.6% | +70.8% |
| All | +107.2% | -30.6% | +137.7% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling