+1,804.6%
FAST vs BND
+76.5%
+1,728.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.1% |
| 7D | +2.1% | 0.0% | +2.0% | +2.1% |
| 30D | +6.9% | +2.3% | +4.6% | +7.8% |
| 3M | +4.8% | -0.2% | +5.1% | +4.8% |
| 6M | +19.8% | -1.0% | +20.7% | +19.3% |
| YTD | +34.9% | -0.4% | +35.3% | +34.7% |
| 1Y | +32.8% | -0.1% | +32.9% | +32.7% |
| 3Y | +93.7% | +15.1% | +78.6% | +106.3% |
| 5Y | +105.3% | -1.5% | +106.8% | +92.1% |
| 10Y | +595.4% | +16.0% | +579.3% | +689.8% |
| All | +1,804.6% | +76.5% | +1,728.1% | +3,376.0% |
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