+74,417.0%
FAST vs CHD
+11,349.8%
+63,067.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | +2.1% | +2.0% | +0.1% | +1.5% |
| 30D | +6.9% | +13.0% | -6.1% | +3.0% |
| 3M | +4.8% | +6.1% | -1.3% | +2.9% |
| 6M | +19.8% | +15.9% | +3.9% | +14.3% |
| YTD | +34.9% | +31.6% | +3.3% | +23.8% |
| 1Y | +32.8% | +28.5% | +4.3% | +22.7% |
| 3Y | +93.7% | +30.5% | +63.3% | +76.4% |
| 5Y | +105.3% | +30.7% | +74.6% | +84.8% |
| 10Y | +595.4% | +184.2% | +411.1% | +388.7% |
| All | +74,417.0% | +11,349.8% | +63,067.2% | +21,432.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling