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  • FAST vs D✓SelectedUSD · DFAST vs D performance historyLatest closeAs of+0.75%09/04
Stock and ETF performance explorer

FAST vs D

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+69,298.0%
D return
+2,347.4%
Excess return
+66,950.6%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioDExcessAlpha
1D+0.8%-0.4%+1.2%+0.9%
7D-0.4%+1.5%-1.8%-1.0%
30D-0.8%-2.6%+1.8%+0.3%
3M+5.8%0.0%+5.7%+5.7%
6M+8.0%+7.4%+0.6%+4.3%
YTD+25.6%+15.9%+9.8%+17.5%
1Y+0.8%+18.1%-17.3%-6.7%
3Y+86.1%+58.4%+27.7%+47.4%
5Y+100.2%+5.2%+95.0%+88.5%
10Y+494.2%+35.9%+458.3%+377.5%
All+69,298.0%+2,347.4%+66,950.6%+17,507.2%

Cumulative growth

Daily Returns

Daily percentage return beside D.

Daily Out/Under-Performance

Portfolio return minus D return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling