+531.8%
FAST vs BR
+271.1%
+260.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +4.8% | +5.0% | -0.2% | +2.3% |
| 30D | +8.6% | +16.6% | -8.0% | +0.5% |
| 3M | +5.7% | +12.0% | -6.3% | -0.6% |
| 6M | +25.5% | +30.7% | -5.3% | +8.3% |
| YTD | +39.6% | -11.9% | +51.5% | +46.7% |
| 1Y | +35.5% | -11.6% | +47.0% | +42.0% |
| 3Y | +96.2% | +15.0% | +81.2% | +74.2% |
| 5Y | +110.2% | +18.1% | +92.1% | +79.9% |
| 10Y | +531.8% | +278.6% | +253.2% | +240.9% |
| All | +531.8% | +271.1% | +260.7% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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