+93.7%
FAST vs CHD
+30.6%
+63.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | +2.1% | +2.0% | +0.1% | +1.6% |
| 30D | +6.9% | +13.0% | -6.1% | +3.6% |
| 3M | +4.8% | +6.1% | -1.3% | +3.2% |
| 6M | +19.8% | +15.9% | +3.9% | +15.2% |
| YTD | +34.9% | +31.6% | +3.3% | +26.0% |
| 1Y | +32.8% | +28.5% | +4.3% | +24.6% |
| 3Y | +93.7% | +30.5% | +63.3% | +87.7% |
| All | +93.7% | +30.6% | +63.2% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling