+524.8%
FAST vs BRO
+295.1%
+229.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.4% | -8.6% | +8.1% | +4.0% |
| 30D | -6.4% | -6.9% | +0.5% | -3.3% |
| 3M | +7.1% | +10.5% | -3.4% | +0.9% |
| 6M | +7.0% | -2.8% | +9.8% | +6.8% |
| YTD | +24.1% | -16.1% | +40.3% | +33.3% |
| 1Y | +4.4% | -27.6% | +32.0% | +20.9% |
| 3Y | +93.2% | -7.3% | +100.5% | +88.6% |
| 5Y | +106.4% | +19.0% | +87.4% | +67.0% |
| All | +524.8% | +295.1% | +229.7% | +137.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling