+93.7%
FAST vs BR
+13.3%
+80.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | +2.1% | +6.5% | -4.4% | +0.4% |
| 30D | +6.9% | +18.9% | -12.0% | +2.1% |
| 3M | +4.8% | +16.3% | -11.4% | +0.5% |
| 6M | +19.8% | +26.2% | -6.4% | +11.9% |
| YTD | +34.9% | -13.1% | +48.0% | +45.2% |
| 1Y | +32.8% | -10.5% | +43.2% | +40.9% |
| 3Y | +93.7% | +13.3% | +80.4% | +83.5% |
| All | +93.7% | +13.3% | +80.5% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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