+31.6%
FAST vs BP
+35.3%
-3.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.8% | +1.6% |
| 7D | +3.4% | -8.4% | +11.8% | +3.3% |
| 30D | +5.5% | +2.2% | +3.3% | +5.6% |
| 3M | +7.6% | +8.8% | -1.2% | +7.9% |
| 6M | +19.8% | -0.5% | +20.3% | +20.6% |
| YTD | +35.5% | +36.2% | -0.7% | +28.4% |
| 1Y | +31.6% | +36.6% | -4.9% | +23.6% |
| All | +31.6% | +35.3% | -3.6% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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