+575.3%
FAST vs BP
+131.5%
+443.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +2.1% | -11.6% | +13.7% | +4.5% |
| 30D | +6.9% | 0.0% | +6.8% | +6.7% |
| 3M | +4.8% | +6.7% | -1.9% | +3.2% |
| 6M | +19.8% | +2.2% | +17.6% | +18.5% |
| YTD | +34.9% | +33.0% | +1.9% | +25.5% |
| 1Y | +32.8% | +30.7% | +2.1% | +23.9% |
| 3Y | +93.7% | +44.2% | +49.6% | +74.7% |
| 5Y | +105.3% | +105.1% | +0.2% | +66.2% |
| All | +575.3% | +131.5% | +443.8% | +428.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling