-32.3%
BITO vs FAST
+4.1%
-36.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +1.1% | +1.8% | -0.7% | +0.9% |
| 30D | +21.8% | -6.4% | +28.2% | +22.3% |
| 3M | +25.0% | +5.3% | +19.7% | +24.5% |
| 6M | +11.3% | +5.4% | +6.0% | +10.6% |
| YTD | -12.7% | +23.6% | -36.3% | -15.6% |
| 1Y | -32.3% | +4.1% | -36.4% | -33.4% |
| All | -32.3% | +4.1% | -36.4% | -33.4% |
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