+575.3%
FAST vs CB
+248.0%
+327.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.9% |
| 7D | +2.1% | +0.2% | +1.8% | +2.0% |
| 30D | +6.9% | +9.1% | -2.2% | +3.2% |
| 3M | +4.8% | +3.4% | +1.4% | +3.3% |
| 6M | +19.8% | +14.1% | +5.7% | +13.1% |
| YTD | +34.9% | +18.0% | +16.9% | +25.5% |
| 1Y | +32.8% | +30.1% | +2.6% | +18.7% |
| 3Y | +93.7% | +71.8% | +22.0% | +53.2% |
| 5Y | +105.3% | +101.8% | +3.5% | +49.9% |
| All | +575.3% | +248.0% | +327.3% | +281.8% |
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