+1,795.6%
FAST vs BR
+1,465.0%
+330.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.1% |
| 7D | +2.1% | +6.5% | -4.4% | -1.2% |
| 30D | +6.9% | +18.9% | -12.0% | -2.3% |
| 3M | +4.8% | +16.3% | -11.4% | -3.6% |
| 6M | +19.8% | +26.2% | -6.4% | +4.8% |
| YTD | +34.9% | -13.1% | +48.0% | +41.4% |
| 1Y | +32.8% | -10.5% | +43.2% | +36.9% |
| 3Y | +93.7% | +13.3% | +80.4% | +73.7% |
| 5Y | +105.3% | +19.9% | +85.4% | +75.6% |
| 10Y | +595.4% | +254.2% | +341.1% | +225.8% |
| All | +1,795.6% | +1,465.0% | +330.6% | +274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling