-29.9%
BITO vs FAST
+37.0%
-66.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | -7.0% | +4.3% | -11.3% | -7.3% |
| 30D | -10.2% | +8.3% | -18.5% | -10.7% |
| 3M | +16.2% | +6.5% | +9.7% | +15.3% |
| 6M | -10.7% | +29.5% | -40.2% | -13.0% |
| YTD | -17.4% | +41.3% | -58.6% | -20.7% |
| 1Y | -29.9% | +37.4% | -67.3% | -33.0% |
| All | -29.9% | +37.0% | -66.9% | -33.0% |
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