+38.5%
FAST vs BG
+6.6%
+31.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +5.0% | +1.5% | +3.5% | +4.9% |
| 30D | +8.6% | -7.0% | +15.6% | +9.1% |
| 3M | +6.9% | -10.0% | +16.9% | +7.3% |
| 6M | +29.6% | -19.8% | +49.4% | +32.3% |
| YTD | +41.4% | +14.3% | +27.1% | +24.8% |
| 1Y | +38.5% | +6.5% | +32.0% | +26.2% |
| All | +38.5% | +6.6% | +31.9% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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