+7,019.6%
FAST vs BB
+307.3%
+6,712.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.3% | -0.3% |
| 7D | +2.1% | +3.8% | -1.7% | +1.6% |
| 30D | +6.9% | -0.3% | +7.2% | +6.5% |
| 3M | +4.8% | -0.5% | +5.3% | +4.2% |
| 6M | +19.8% | +45.9% | -26.1% | +12.9% |
| YTD | +34.9% | +130.6% | -95.7% | +20.3% |
| 1Y | +32.8% | +89.2% | -56.4% | +20.8% |
| 3Y | +93.7% | +137.5% | -43.8% | +65.9% |
| 5Y | +105.3% | -20.9% | +126.2% | +93.1% |
| 10Y | +595.4% | +25.4% | +570.0% | +453.3% |
| All | +7,019.6% | +307.3% | +6,712.3% | +4,149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling