+547.9%
FAST vs CHD
+181.4%
+366.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.4% |
| 7D | +3.8% | +0.8% | +3.1% | +3.6% |
| 30D | +8.1% | +13.5% | -5.4% | +3.7% |
| 3M | +5.8% | +8.1% | -2.3% | +3.0% |
| 6M | +24.9% | +19.9% | +5.0% | +17.4% |
| YTD | +38.9% | +34.0% | +4.9% | +25.7% |
| 1Y | +36.5% | +29.8% | +6.7% | +24.7% |
| 3Y | +98.1% | +28.7% | +69.4% | +79.2% |
| 5Y | +109.3% | +31.8% | +77.5% | +84.4% |
| 10Y | +547.9% | +178.2% | +369.7% | +374.0% |
| All | +547.9% | +181.4% | +366.5% | +374.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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