+547.9%
FAST vs BP
+132.1%
+415.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.8% | +3.0% |
| 7D | +3.8% | -6.9% | +10.7% | +5.2% |
| 30D | +8.1% | -3.6% | +11.7% | +8.7% |
| 3M | +5.8% | +8.4% | -2.6% | +3.9% |
| 6M | +24.9% | +5.3% | +19.5% | +22.8% |
| YTD | +38.9% | +33.2% | +5.8% | +29.3% |
| 1Y | +36.5% | +28.2% | +8.3% | +27.9% |
| 3Y | +98.1% | +49.2% | +48.9% | +77.4% |
| 5Y | +109.3% | +102.9% | +6.4% | +70.1% |
| 10Y | +547.9% | +127.7% | +420.2% | +415.7% |
| All | +547.9% | +132.1% | +415.8% | +415.7% |
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