+547.9%
FAST vs FITB
+247.7%
+300.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +2.2% |
| 7D | +3.8% | -1.1% | +5.0% | +4.2% |
| 30D | +8.1% | +7.3% | +0.7% | +5.7% |
| 3M | +5.8% | -4.0% | +9.8% | +7.0% |
| 6M | +24.9% | +11.9% | +13.0% | +20.2% |
| YTD | +38.9% | +19.0% | +19.9% | +31.0% |
| 1Y | +36.5% | +31.0% | +5.4% | +24.9% |
| 3Y | +98.1% | +143.8% | -45.6% | +48.9% |
| 5Y | +109.3% | +48.9% | +60.4% | +77.3% |
| 10Y | +547.9% | +236.6% | +311.3% | +312.8% |
| All | +547.9% | +247.7% | +300.2% | +312.8% |
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