+360.5%
BE vs FAST
+2.3%
+358.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.6% |
| 7D | +20.0% | -0.4% | +20.3% | +19.6% |
| 30D | +7.9% | -0.8% | +8.7% | +7.5% |
| 3M | -13.2% | +5.8% | -19.0% | -11.3% |
| 6M | +53.5% | +8.0% | +45.5% | +58.3% |
| YTD | +191.0% | +25.6% | +165.4% | +230.8% |
| 1Y | +360.5% | +0.8% | +359.7% | +284.6% |
| All | +360.5% | +2.3% | +358.2% | +284.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling