+74,290.4%
FAST vs BP
+1,356.5%
+72,933.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | +0.7% | -11.2% | +11.9% | +4.4% |
| 30D | +4.6% | -0.7% | +5.3% | +4.6% |
| 3M | +6.4% | +9.8% | -3.4% | +2.8% |
| 6M | +20.6% | -1.6% | +22.2% | +19.8% |
| YTD | +34.7% | +33.5% | +1.2% | +20.4% |
| 1Y | +29.7% | +31.7% | -2.1% | +16.2% |
| 3Y | +89.9% | +45.1% | +44.8% | +61.6% |
| 5Y | +105.0% | +105.9% | -1.0% | +49.3% |
| 10Y | +594.2% | +134.4% | +459.8% | +343.4% |
| All | +74,290.4% | +1,356.5% | +72,933.9% | +25,380.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling