+35.5%
FAST vs BIYA
-98.8%
+134.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.5% |
| 7D | +4.8% | -4.1% | +8.9% | +4.8% |
| 30D | +8.6% | -35.5% | +44.1% | +8.7% |
| 3M | +5.7% | -56.3% | +62.0% | +5.9% |
| 6M | +25.5% | -88.7% | +114.1% | +25.4% |
| YTD | +39.6% | -97.0% | +136.6% | +40.7% |
| 1Y | +35.5% | -98.7% | +134.2% | +36.8% |
| All | +35.5% | -98.8% | +134.3% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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