+528.7%
FAST vs BRKR
+155.3%
+373.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -0.6% | -8.7% | +8.1% | +1.4% |
| 30D | -5.6% | -9.9% | +4.3% | -3.5% |
| 3M | +6.9% | -3.1% | +10.0% | +5.7% |
| 6M | +7.0% | +45.5% | -38.5% | -5.6% |
| YTD | +24.9% | +13.7% | +11.2% | +16.7% |
| 1Y | +6.5% | +67.4% | -61.0% | -11.1% |
| 3Y | +94.1% | -13.2% | +107.4% | +83.7% |
| 5Y | +107.7% | -39.5% | +147.1% | +116.1% |
| All | +528.7% | +155.3% | +373.4% | +307.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling