+107.2%
FAST vs BR
+11.2%
+96.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.1% | +2.1% |
| 7D | -0.4% | -5.3% | +4.9% | +1.8% |
| 30D | -0.8% | +6.4% | -7.2% | -3.5% |
| 3M | +5.8% | +13.6% | -7.9% | -0.2% |
| 6M | +8.0% | -6.7% | +14.7% | +10.7% |
| YTD | +25.6% | -21.1% | +46.7% | +39.6% |
| 1Y | +0.8% | -29.6% | +30.4% | +18.8% |
| 3Y | +86.1% | -2.4% | +88.5% | +81.0% |
| All | +107.2% | +11.2% | +96.0% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling