+97.4%
FAST vs FITB
+142.6%
-45.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +4.8% | +0.5% | +4.3% | +4.6% |
| 30D | +8.6% | +7.0% | +1.6% | +5.9% |
| 3M | +5.7% | -4.4% | +10.0% | +7.3% |
| 6M | +25.5% | +11.6% | +13.9% | +20.0% |
| YTD | +39.6% | +18.6% | +21.0% | +30.3% |
| 1Y | +35.5% | +29.8% | +5.7% | +22.3% |
| All | +97.4% | +142.6% | -45.2% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling