+108.0%
FAST vs BB
-14.0%
+122.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.4% |
| 7D | +5.0% | +9.0% | -4.0% | +4.1% |
| 30D | +8.6% | +7.7% | +0.9% | +7.5% |
| 3M | +6.9% | +4.0% | +2.9% | +5.9% |
| 6M | +29.6% | +46.6% | -17.0% | +22.1% |
| YTD | +41.4% | +140.6% | -99.2% | +25.3% |
| 1Y | +38.5% | +103.1% | -64.6% | +24.8% |
| 3Y | +98.7% | +150.5% | -51.8% | +67.2% |
| 5Y | +108.0% | -15.4% | +123.4% | +100.9% |
| All | +108.0% | -14.0% | +122.1% | +100.9% |
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