+98.1%
FAST vs BBWI
-25.2%
+123.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.8% |
| 7D | +3.8% | -6.2% | +10.0% | +4.5% |
| 30D | +8.1% | +25.5% | -17.4% | +5.5% |
| 3M | +5.8% | +8.0% | -2.2% | +4.6% |
| 6M | +24.9% | +12.7% | +12.2% | +22.6% |
| YTD | +38.9% | +11.6% | +27.3% | +36.1% |
| 1Y | +36.5% | -0.9% | +37.4% | +34.9% |
| 3Y | +98.1% | -22.7% | +120.8% | +98.7% |
| All | +98.1% | -25.2% | +123.4% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling