+1,683.6%
BE vs FAST
+96.6%
+1,587.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.0% | +8.9% | +11.2% |
| 7D | -1.2% | +3.8% | -5.1% | -2.0% |
| 30D | -30.9% | +8.1% | -39.0% | -32.0% |
| 3M | -11.6% | +5.8% | -17.4% | -12.7% |
| 6M | -25.7% | +24.9% | -50.6% | -29.9% |
| YTD | +123.1% | +38.9% | +84.2% | +100.4% |
| 1Y | +43.4% | +36.5% | +6.9% | +29.8% |
| 3Y | +1,683.6% | +98.1% | +1,585.5% | +1,133.4% |
| All | +1,683.6% | +96.6% | +1,587.0% | +1,133.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling