+531.8%
FAST vs BG
+95.6%
+436.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +4.8% | +5.0% | -0.2% | +3.7% |
| 30D | +8.6% | -3.2% | +11.8% | +9.3% |
| 3M | +5.7% | -11.2% | +16.9% | +7.9% |
| 6M | +25.5% | -19.4% | +44.9% | +30.5% |
| YTD | +39.6% | +13.6% | +26.0% | +33.8% |
| 1Y | +35.5% | +7.3% | +28.2% | +31.6% |
| 3Y | +96.2% | +3.8% | +92.4% | +88.5% |
| 5Y | +110.2% | +23.2% | +87.0% | +88.6% |
| 10Y | +531.8% | +97.9% | +433.9% | +354.4% |
| All | +531.8% | +95.6% | +436.3% | +354.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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