+4,238.8%
FAST vs BG
+928.0%
+3,310.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.1% | +2.5% | -0.5% | +1.4% |
| 30D | +6.9% | -6.1% | +13.0% | +8.5% |
| 3M | +4.8% | -8.5% | +13.3% | +6.8% |
| 6M | +19.8% | -20.4% | +40.2% | +26.2% |
| YTD | +34.9% | +13.3% | +21.6% | +28.4% |
| 1Y | +32.8% | +7.3% | +25.5% | +28.3% |
| 3Y | +93.7% | +2.6% | +91.2% | +85.3% |
| 5Y | +105.3% | +22.0% | +83.3% | +82.0% |
| 10Y | +595.4% | +91.8% | +503.6% | +405.8% |
| All | +4,238.8% | +928.0% | +3,310.8% | +2,101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling