+31.6%
FAST vs BRO
-3.8%
+35.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +1.2% |
| 7D | +3.4% | +12.2% | -8.7% | +2.1% |
| 30D | +5.5% | +21.3% | -15.8% | +3.3% |
| 3M | +7.6% | +4.1% | +3.5% | +7.3% |
| 6M | +19.8% | +28.9% | -9.1% | +16.9% |
| YTD | +35.5% | -6.6% | +42.0% | +40.3% |
| 1Y | +31.6% | -5.6% | +37.2% | +36.0% |
| All | +31.6% | -3.8% | +35.5% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling