+507.7%
FAST vs BR
+183.7%
+323.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.0% | +0.8% |
| 7D | +1.3% | -5.9% | +7.2% | +4.3% |
| 30D | -4.7% | +1.9% | -6.6% | -5.9% |
| 3M | +7.9% | +14.7% | -6.7% | +0.3% |
| 6M | +7.4% | -12.8% | +20.2% | +13.7% |
| YTD | +25.1% | -23.0% | +48.1% | +40.6% |
| 1Y | +4.7% | -31.7% | +36.4% | +25.5% |
| 3Y | +94.7% | -4.8% | +99.5% | +91.2% |
| 5Y | +106.8% | +7.8% | +98.9% | +85.3% |
| 10Y | +507.7% | +184.1% | +323.6% | +297.0% |
| All | +507.7% | +183.7% | +323.9% | +297.0% |
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