+593.0%
BE vs FAST
+361.6%
+231.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -14.7% | +2.1% | -16.8% | -15.9% |
| 30D | -40.5% | +6.9% | -47.4% | -43.3% |
| 3M | -24.3% | +4.8% | -29.2% | -27.1% |
| 6M | -39.3% | +19.8% | -59.1% | -47.2% |
| YTD | +99.4% | +34.9% | +64.5% | +56.4% |
| 1Y | +26.6% | +32.8% | -6.2% | +0.6% |
| 3Y | +1,616.9% | +93.7% | +1,523.2% | +849.8% |
| 5Y | +441.4% | +105.3% | +336.1% | +186.4% |
| All | +593.0% | +361.6% | +231.3% | +119.1% |
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