+5.2%
FAST vs FITB
+24.1%
-19.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.0% |
| 3M | +5.8% | +6.7% | -0.9% | +2.9% |
| 6M | +8.0% | +12.6% | -4.6% | +2.5% |
| YTD | +25.6% | +19.1% | +6.5% | +16.9% |
| All | +5.2% | +24.1% | -19.0% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling