+93.4%
FAST vs BBWI
-25.6%
+119.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.2% | +5.6% | 0.0% |
| 7D | +0.7% | -3.1% | +3.7% | +1.0% |
| 30D | +4.6% | +23.1% | -18.5% | +2.4% |
| 3M | +6.4% | +7.3% | -0.9% | +5.3% |
| 6M | +20.6% | +22.6% | -2.0% | +17.3% |
| YTD | +34.7% | +13.3% | +21.4% | +31.7% |
| 1Y | +29.7% | -2.6% | +32.2% | +28.4% |
| All | +93.4% | -25.6% | +119.0% | +94.3% |
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