+1,673.8%
FAST vs BND
+76.8%
+1,597.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -0.4% | -0.1% | -0.2% | -0.4% |
| 30D | -0.8% | -0.4% | -0.4% | -0.9% |
| 3M | +5.8% | -0.6% | +6.4% | +5.5% |
| 6M | +8.0% | -1.4% | +9.4% | +7.3% |
| YTD | +25.6% | -0.2% | +25.9% | +25.5% |
| 1Y | +0.8% | +1.3% | -0.5% | +1.3% |
| 3Y | +86.1% | +13.2% | +72.9% | +96.4% |
| 5Y | +100.2% | -1.6% | +101.8% | +87.0% |
| 10Y | +494.2% | +15.5% | +478.7% | +569.6% |
| All | +1,673.8% | +76.8% | +1,597.0% | +3,138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 all: compounded portfolio wealth divided by compounded BND 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…
all analysis · Full analysis span regression · 6 months rolling