+134.0%
FAST vs BROS
+7.7%
+126.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +4.3% | -20.4% | +24.7% | +6.2% |
| 30D | +8.3% | -6.1% | +14.4% | +8.6% |
| 3M | +6.5% | -29.4% | +35.8% | +9.5% |
| 6M | +29.5% | -31.5% | +61.0% | +32.7% |
| YTD | +41.3% | -42.8% | +84.1% | +46.8% |
| 1Y | +37.4% | -37.5% | +74.9% | +41.4% |
| 3Y | +98.5% | +27.2% | +71.4% | +85.4% |
| 5Y | +111.1% | -47.0% | +158.1% | +102.1% |
| All | +134.0% | +7.7% | +126.3% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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