+98.7%
FAST vs BG
+6.5%
+92.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | +4.2% | +2.6% | +1.6% | +3.9% |
| 30D | +6.7% | -6.7% | +13.3% | +7.5% |
| 3M | +8.0% | -9.3% | +17.3% | +9.0% |
| 6M | +27.4% | -18.3% | +45.8% | +30.2% |
| YTD | +40.5% | +16.2% | +24.3% | +35.6% |
| 1Y | +38.4% | +7.6% | +30.8% | +35.0% |
| 3Y | +98.7% | +6.6% | +92.1% | +86.2% |
| All | +98.7% | +6.5% | +92.2% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling