+533.3%
FAST vs BBY
+288.1%
+245.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | +4.2% | +4.5% | -0.3% | +2.9% |
| 30D | +6.7% | +16.8% | -10.1% | +2.1% |
| 3M | +8.0% | +23.2% | -15.2% | +1.6% |
| 6M | +27.4% | +91.9% | -64.5% | +5.2% |
| YTD | +40.5% | +61.6% | -21.1% | +21.2% |
| 1Y | +38.4% | +43.9% | -5.5% | +23.1% |
| 3Y | +98.7% | +88.6% | +10.0% | +55.6% |
| 5Y | +106.7% | -3.1% | +109.8% | +92.6% |
| All | +533.3% | +288.1% | +245.2% | +325.3% |
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