+132.8%
FAST vs BROS
+10.5%
+122.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -1.2% |
| 7D | +4.2% | +6.3% | -2.2% | +3.5% |
| 30D | +6.7% | -8.3% | +15.0% | +7.1% |
| 3M | +8.0% | -29.8% | +37.8% | +11.1% |
| 6M | +27.4% | -25.8% | +53.3% | +29.6% |
| YTD | +40.5% | -41.4% | +81.9% | +45.6% |
| 1Y | +38.4% | -35.2% | +73.5% | +41.9% |
| 3Y | +98.7% | +32.8% | +65.9% | +84.7% |
| 5Y | +106.7% | -42.2% | +148.8% | +97.3% |
| All | +132.8% | +10.5% | +122.3% | +122.5% |
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