+131.3%
FAST vs BROS
+8.6%
+122.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.7% |
| 7D | +4.8% | -19.0% | +23.8% | +6.6% |
| 30D | +8.6% | -7.3% | +15.9% | +9.0% |
| 3M | +5.7% | -31.2% | +36.9% | +8.9% |
| 6M | +25.5% | -33.0% | +58.5% | +28.9% |
| YTD | +39.6% | -42.4% | +82.0% | +45.0% |
| 1Y | +35.5% | -37.7% | +73.2% | +39.5% |
| 3Y | +96.2% | +28.2% | +68.0% | +83.1% |
| 5Y | +110.2% | -43.4% | +153.6% | +101.0% |
| All | +131.3% | +8.6% | +122.7% | +121.6% |
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