+675.5%
BE vs FAST
+375.4%
+300.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.0% | +8.9% | +9.9% |
| 7D | -1.2% | +3.8% | -5.1% | -3.5% |
| 30D | -30.9% | +8.1% | -39.0% | -34.4% |
| 3M | -11.6% | +5.8% | -17.4% | -15.1% |
| 6M | -25.7% | +24.9% | -50.6% | -37.0% |
| YTD | +123.1% | +38.9% | +84.2% | +71.9% |
| 1Y | +43.4% | +36.5% | +6.9% | +12.2% |
| 3Y | +1,683.6% | +98.1% | +1,585.5% | +875.1% |
| 5Y | +465.4% | +109.3% | +356.1% | +196.1% |
| All | +675.5% | +375.4% | +300.1% | +140.9% |
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