+548.6%
FAST vs FITB
+226.2%
+322.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +4.3% | -0.6% | +4.9% | +4.5% |
| 30D | +8.3% | +7.0% | +1.3% | +6.0% |
| 3M | +6.5% | -4.8% | +11.2% | +8.0% |
| 6M | +29.5% | +13.5% | +16.0% | +24.1% |
| YTD | +41.3% | +19.1% | +22.2% | +33.2% |
| 1Y | +37.4% | +30.8% | +6.6% | +25.9% |
| 3Y | +98.5% | +141.6% | -43.1% | +49.5% |
| 5Y | +111.1% | +48.3% | +62.8% | +79.1% |
| 10Y | +548.6% | +215.9% | +332.6% | +315.3% |
| All | +548.6% | +226.2% | +322.4% | +315.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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