+105.3%
FAST vs BP
+113.6%
-8.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +4.2% | +3.8% | +0.3% | +3.8% |
| 30D | +6.7% | -5.3% | +12.0% | +7.2% |
| 3M | +8.0% | +9.3% | -1.2% | +6.9% |
| 6M | +27.4% | +7.2% | +20.2% | +26.1% |
| YTD | +40.5% | +38.0% | +2.5% | +33.7% |
| 1Y | +38.4% | +33.2% | +5.2% | +32.3% |
| 3Y | +98.7% | +50.3% | +48.4% | +84.7% |
| All | +105.3% | +113.6% | -8.3% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling