+499.9%
FAST vs BUD
-23.0%
+522.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.4% | +0.3% | -0.6% | -0.4% |
| 30D | -0.8% | -5.7% | +4.9% | +0.6% |
| 3M | +5.8% | +3.1% | +2.6% | +4.8% |
| 6M | +8.0% | +7.9% | +0.1% | +5.6% |
| YTD | +25.6% | +27.3% | -1.7% | +17.8% |
| 1Y | +0.8% | +37.8% | -37.0% | -7.4% |
| 3Y | +86.1% | +49.8% | +36.3% | +65.4% |
| 5Y | +100.2% | +43.8% | +56.4% | +76.7% |
| All | +499.9% | -23.0% | +522.9% | +469.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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