+123.5%
FAST vs BROS
+3.9%
+119.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | +2.1% | -21.2% | +23.3% | +4.1% |
| 30D | +6.9% | -11.6% | +18.4% | +7.7% |
| 3M | +4.8% | -36.7% | +41.5% | +8.9% |
| 6M | +19.8% | -42.8% | +62.6% | +24.9% |
| YTD | +34.9% | -44.8% | +79.7% | +40.6% |
| 1Y | +32.8% | -36.5% | +69.3% | +36.5% |
| 3Y | +93.7% | +27.0% | +66.8% | +80.9% |
| 5Y | +105.3% | -50.3% | +155.6% | +97.3% |
| All | +123.5% | +3.9% | +119.6% | +115.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling