+4.1%
FAST vs BG
+49.9%
-45.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.8% | +0.5% | +1.3% | +1.8% |
| 30D | -6.4% | +10.3% | -16.8% | -7.0% |
| 3M | +5.3% | -1.9% | +7.2% | +5.7% |
| 6M | +5.4% | +5.2% | +0.1% | +4.7% |
| YTD | +23.6% | +41.2% | -17.6% | +18.7% |
| 1Y | +4.1% | +50.5% | -46.5% | +0.5% |
| All | +4.1% | +49.9% | -45.8% | +0.5% |
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