+701.6%
BE vs FAST
+363.5%
+338.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.0% | -7.5% |
| 7D | -12.1% | +3.4% | -15.6% | -14.2% |
| 30D | -30.1% | +5.5% | -35.6% | -32.8% |
| 3M | -12.1% | +7.6% | -19.7% | -16.8% |
| 6M | -30.6% | +19.8% | -50.4% | -39.6% |
| YTD | +130.6% | +35.5% | +95.2% | +80.3% |
| 1Y | +55.3% | +31.6% | +23.7% | +24.3% |
| 3Y | +1,755.6% | +91.0% | +1,664.5% | +939.3% |
| 5Y | +564.5% | +105.1% | +459.4% | +251.5% |
| All | +701.6% | +363.5% | +338.1% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling