-7.4%
BITO vs FAST
+98.9%
-106.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.2% | -2.8% |
| 7D | +2.9% | -0.4% | +3.2% | +3.1% |
| 30D | +22.6% | -0.8% | +23.4% | +22.9% |
| 3M | +24.7% | +5.8% | +18.9% | +21.0% |
| 6M | +7.5% | +8.0% | -0.5% | +2.6% |
| YTD | -10.8% | +25.6% | -36.4% | -21.3% |
| 1Y | -29.9% | +0.8% | -30.7% | -31.1% |
| 3Y | +158.9% | +86.1% | +72.8% | +77.5% |
| All | -7.4% | +98.9% | -106.2% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling