+531.6%
FAST vs BBY
+241.1%
+290.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +1.3% | +8.1% | -6.8% | -0.9% |
| 30D | -4.7% | +8.9% | -13.7% | -7.1% |
| 3M | +7.9% | +22.0% | -14.1% | +1.8% |
| 6M | +7.4% | +37.8% | -30.4% | -2.8% |
| YTD | +25.1% | +37.3% | -12.2% | +13.1% |
| 1Y | +4.7% | +21.6% | -16.9% | -2.7% |
| 3Y | +94.7% | +41.5% | +53.2% | +65.8% |
| 5Y | +106.8% | +1.2% | +105.5% | +88.9% |
| All | +531.6% | +241.1% | +290.5% | +313.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling