+38.5%
FAST vs BP
+30.8%
+7.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | +5.0% | +2.5% | +2.5% | +5.1% |
| 30D | +8.6% | -5.6% | +14.1% | +8.4% |
| 3M | +6.9% | +8.0% | -1.1% | +7.3% |
| 6M | +29.6% | +5.7% | +23.9% | +30.2% |
| YTD | +41.4% | +36.8% | +4.6% | +34.4% |
| 1Y | +38.5% | +30.7% | +7.8% | +33.8% |
| All | +38.5% | +30.8% | +7.7% | +33.8% |
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