+92.6%
FAST vs BDX
-6.9%
+99.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | -0.4% | -2.5% | +2.2% | +0.3% |
| 30D | -0.8% | +8.3% | -9.0% | -2.9% |
| 3M | +5.8% | +24.4% | -18.6% | -0.4% |
| 6M | +8.0% | +9.2% | -1.2% | +5.1% |
| YTD | +25.6% | +22.7% | +2.9% | +18.6% |
| 1Y | +0.8% | +25.9% | -25.1% | -5.5% |
| All | +92.6% | -6.9% | +99.6% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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