+106.4%
FAST vs BRO
+17.6%
+88.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.4% | -8.6% | +8.1% | +2.8% |
| 30D | -6.4% | -6.9% | +0.5% | -4.1% |
| 3M | +7.1% | +10.5% | -3.4% | +2.5% |
| 6M | +7.0% | -2.8% | +9.8% | +7.2% |
| YTD | +24.1% | -16.1% | +40.3% | +31.8% |
| 1Y | +4.4% | -27.6% | +32.0% | +17.7% |
| 3Y | +93.2% | -7.3% | +100.5% | +90.7% |
| 5Y | +106.4% | +19.0% | +87.4% | +75.6% |
| All | +106.4% | +17.6% | +88.7% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling