+387.2%
BE vs FAST
+103.6%
+283.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.4% | -13.1% | -13.3% |
| 7D | -14.7% | +2.1% | -16.8% | -15.9% |
| 30D | -40.5% | +6.9% | -47.4% | -43.0% |
| 3M | -24.3% | +4.8% | -29.2% | -26.8% |
| 6M | -39.3% | +19.8% | -59.1% | -46.7% |
| YTD | +99.4% | +34.9% | +64.5% | +57.2% |
| 1Y | +26.6% | +32.8% | -6.2% | +1.3% |
| 3Y | +1,616.9% | +93.7% | +1,523.2% | +766.5% |
| All | +387.2% | +103.6% | +283.6% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling