+575.3%
FAST vs BLDR
+568.9%
+6.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.2% |
| 7D | +2.1% | -3.7% | +5.7% | +2.7% |
| 30D | +6.9% | +16.8% | -9.9% | +2.7% |
| 3M | +4.8% | -13.7% | +18.6% | +7.4% |
| 6M | +19.8% | -21.9% | +41.6% | +24.5% |
| YTD | +34.9% | -39.2% | +74.1% | +47.4% |
| 1Y | +32.8% | -42.6% | +75.4% | +46.7% |
| 3Y | +93.7% | -50.2% | +144.0% | +111.9% |
| 5Y | +105.3% | -7.0% | +112.3% | +85.1% |
| All | +575.3% | +568.9% | +6.4% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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