+1,574.6%
BE vs FAST
+86.1%
+1,488.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.2% |
| 7D | +20.0% | -0.4% | +20.3% | +20.1% |
| 30D | +7.9% | -0.8% | +8.7% | +8.0% |
| 3M | -13.2% | +5.8% | -19.0% | -14.6% |
| 6M | +53.5% | +8.0% | +45.5% | +49.6% |
| YTD | +191.0% | +25.6% | +165.4% | +168.3% |
| 1Y | +360.5% | +0.8% | +359.7% | +359.3% |
| All | +1,574.6% | +86.1% | +1,488.5% | +1,152.0% |
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