-23.4%
BITO vs FAST
+32.0%
-55.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.7% |
| 7D | -1.9% | +3.4% | -5.4% | -2.2% |
| 30D | -6.7% | +5.5% | -12.2% | -7.2% |
| 3M | +23.1% | +7.6% | +15.5% | +22.0% |
| 6M | -2.0% | +19.8% | -21.9% | -3.9% |
| YTD | -11.4% | +35.5% | -46.8% | -16.7% |
| 1Y | -23.4% | +31.6% | -55.0% | -27.5% |
| All | -23.4% | +32.0% | -55.4% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling