+111.1%
FAST vs BBWI
-67.2%
+178.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +4.3% | -7.7% | +12.0% | +5.3% |
| 30D | +8.3% | +24.8% | -16.4% | +5.1% |
| 3M | +6.5% | +16.2% | -9.8% | +3.9% |
| 6M | +29.5% | +15.8% | +13.7% | +25.8% |
| YTD | +41.3% | +11.4% | +29.8% | +37.3% |
| 1Y | +37.4% | +3.2% | +34.2% | +34.0% |
| 3Y | +98.5% | -23.5% | +122.0% | +94.2% |
| 5Y | +111.1% | -67.4% | +178.5% | +141.8% |
| All | +111.1% | -67.2% | +178.3% | +141.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling