+641.7%
BE vs FAST
+377.7%
+263.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.7% |
| 7D | -13.4% | +4.8% | -18.2% | -15.9% |
| 30D | -33.9% | +8.6% | -42.5% | -37.5% |
| 3M | -12.0% | +5.7% | -17.7% | -15.4% |
| 6M | -29.0% | +25.5% | -54.4% | -40.0% |
| YTD | +113.4% | +39.6% | +73.8% | +63.9% |
| 1Y | +33.2% | +35.5% | -2.3% | +4.7% |
| 3Y | +1,659.2% | +96.2% | +1,563.0% | +870.9% |
| 5Y | +461.4% | +110.2% | +351.2% | +193.1% |
| All | +641.7% | +377.7% | +263.9% | +129.6% |
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