-16.2%
BITO vs FAST
+106.5%
-122.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -2.9% | -3.3% |
| 7D | -9.2% | +4.2% | -13.4% | -10.8% |
| 30D | -15.9% | +6.7% | -22.6% | -18.3% |
| 3M | +7.3% | +8.0% | -0.7% | +3.6% |
| 6M | -15.2% | +27.4% | -42.6% | -24.5% |
| YTD | -23.8% | +40.5% | -64.3% | -36.0% |
| 1Y | -32.2% | +38.4% | -70.5% | -42.7% |
| 3Y | +55.1% | +98.7% | -43.6% | +4.6% |
| All | -16.2% | +106.5% | -122.7% | -48.5% |
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 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