+69,298.0%
FAST vs BRO
+27,561.0%
+41,737.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.3% | +1.2% |
| 7D | -0.4% | -2.6% | +2.2% | +0.3% |
| 30D | -0.8% | +0.9% | -1.7% | -1.1% |
| 3M | +5.8% | +24.8% | -19.0% | -0.7% |
| 6M | +8.0% | -0.1% | +8.1% | +7.2% |
| YTD | +25.6% | -9.7% | +35.3% | +27.9% |
| 1Y | +0.8% | -24.5% | +25.3% | +7.4% |
| 3Y | +86.1% | -1.6% | +87.7% | +83.6% |
| 5Y | +100.2% | +25.6% | +74.6% | +84.2% |
| 10Y | +494.2% | +309.8% | +184.3% | +314.4% |
| All | +69,298.0% | +27,561.0% | +41,737.0% | +34,277.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling