-9.1%
BITO vs FAST
+98.0%
-107.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | +1.5% | +1.3% | +0.2% | +1.0% |
| 30D | +20.0% | -4.7% | +24.8% | +22.6% |
| 3M | +22.8% | +7.9% | +14.8% | +18.1% |
| 6M | +13.1% | +7.4% | +5.7% | +8.3% |
| YTD | -12.5% | +25.1% | -37.5% | -22.6% |
| 1Y | -32.6% | +4.7% | -37.3% | -34.9% |
| 3Y | +151.0% | +94.7% | +56.4% | +67.1% |
| All | -9.1% | +98.0% | -107.1% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling