-14.2%
BITO vs FAST
+123.6%
-137.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.8% |
| 7D | -7.0% | +4.3% | -11.3% | -8.7% |
| 30D | -10.2% | +8.3% | -18.5% | -13.3% |
| 3M | +16.2% | +6.5% | +9.7% | +12.9% |
| 6M | -10.7% | +29.5% | -40.2% | -21.2% |
| YTD | -17.4% | +41.3% | -58.6% | -30.8% |
| 1Y | -29.9% | +37.4% | -67.3% | -40.6% |
| 3Y | +65.4% | +98.5% | -33.2% | +11.5% |
| 5Y | -10.8% | +111.1% | -121.9% | -45.2% |
| All | -14.2% | +123.6% | -137.8% | -49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling