+33.2%
BE vs FAST
+36.9%
-3.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.4% |
| 7D | -13.4% | +4.8% | -18.2% | -13.6% |
| 30D | -33.9% | +8.6% | -42.5% | -34.1% |
| 3M | -12.0% | +5.7% | -17.7% | -12.3% |
| 6M | -29.0% | +25.5% | -54.4% | -30.6% |
| YTD | +113.4% | +39.6% | +73.8% | +66.6% |
| 1Y | +33.2% | +35.5% | -2.3% | +9.2% |
| All | +33.2% | +36.9% | -3.7% | +9.2% |
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 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