+99.8%
FAST vs BROS
+27.4%
+72.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.2% |
| 7D | +4.3% | -20.4% | +24.7% | +5.9% |
| 30D | +8.3% | -6.1% | +14.4% | +8.5% |
| 3M | +6.5% | -29.4% | +35.8% | +9.1% |
| 6M | +29.5% | -31.5% | +61.0% | +32.1% |
| YTD | +41.3% | -42.8% | +84.1% | +45.8% |
| 1Y | +37.4% | -37.5% | +74.9% | +40.7% |
| All | +99.8% | +27.4% | +72.4% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling