+25.5%
LQD vs FAST
+546.1%
-520.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -1.5% | +5.0% | -6.5% | -1.8% |
| 30D | +0.9% | +8.6% | -7.7% | +0.4% |
| 3M | -1.7% | +6.9% | -8.6% | -2.1% |
| 6M | -2.8% | +29.6% | -32.4% | -4.2% |
| YTD | -2.8% | +41.4% | -44.2% | -4.7% |
| 1Y | -2.8% | +38.5% | -41.3% | -4.7% |
| 3Y | +15.5% | +98.7% | -83.3% | +10.6% |
| 5Y | -4.9% | +108.0% | -113.0% | -9.6% |
| All | +25.5% | +546.1% | -520.6% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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