+499.9%
FAST vs FITB
+286.6%
+213.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -0.8% | -4.7% | +4.0% | +0.7% |
| 3M | +5.8% | +6.7% | -0.9% | +3.5% |
| 6M | +8.0% | +12.6% | -4.6% | +3.8% |
| YTD | +25.6% | +19.1% | +6.5% | +18.5% |
| 1Y | +0.8% | +22.6% | -21.8% | -6.0% |
| 3Y | +86.1% | +127.1% | -41.0% | +41.8% |
| 5Y | +100.2% | +71.8% | +28.4% | +61.5% |
| All | +499.9% | +286.6% | +213.3% | +210.0% |
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