+547.9%
FAST vs CB
+246.2%
+301.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | +3.8% | -1.5% | +5.3% | +4.5% |
| 30D | +8.1% | +6.5% | +1.6% | +5.4% |
| 3M | +5.8% | +4.1% | +1.7% | +4.0% |
| 6M | +24.9% | +14.4% | +10.4% | +17.8% |
| YTD | +38.9% | +17.5% | +21.4% | +29.5% |
| 1Y | +36.5% | +27.5% | +8.9% | +23.0% |
| 3Y | +98.1% | +71.6% | +26.5% | +56.8% |
| 5Y | +109.3% | +100.6% | +8.7% | +53.2% |
| 10Y | +547.9% | +243.0% | +304.9% | +268.1% |
| All | +547.9% | +246.2% | +301.7% | +268.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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