+90.1%
FAST vs BP
+33.2%
+56.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -0.4% | +3.9% | -4.3% | -0.7% |
| 30D | -0.8% | +7.6% | -8.4% | -1.5% |
| 3M | +5.8% | +0.7% | +5.1% | +5.6% |
| 6M | +8.0% | +15.5% | -7.5% | +5.0% |
| YTD | +25.6% | +30.8% | -5.2% | +19.5% |
| 1Y | +0.8% | +34.3% | -33.5% | -4.6% |
| All | +90.1% | +33.2% | +56.9% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling