+509.1%
FAST vs CHD
+123.3%
+385.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | -2.7% | +2.3% | +0.5% |
| 30D | -0.8% | -4.6% | +3.8% | +0.7% |
| 3M | +5.8% | +5.0% | +0.7% | +4.0% |
| 6M | +8.0% | -3.2% | +11.2% | +8.8% |
| YTD | +25.6% | +18.6% | +7.0% | +18.5% |
| 1Y | +0.8% | +4.8% | -4.0% | -1.3% |
| 3Y | +86.1% | +6.1% | +80.0% | +79.4% |
| 5Y | +100.2% | +24.0% | +76.2% | +80.1% |
| All | +509.1% | +123.3% | +385.8% | +378.8% |
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