+129.1%
FAST vs BTDR
-33.9%
+163.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.9% | -6.9% | +2.8% |
| 7D | +3.8% | +7.1% | -3.3% | +3.6% |
| 30D | +8.1% | -31.4% | +39.4% | +8.7% |
| 3M | +5.8% | -39.2% | +45.0% | +6.5% |
| 6M | +24.9% | -50.9% | +75.8% | +25.9% |
| YTD | +38.9% | -41.0% | +80.0% | +38.9% |
| 1Y | +36.5% | -69.9% | +106.4% | +38.1% |
| 3Y | +98.1% | +87.3% | +10.9% | +89.7% |
| 5Y | +109.3% | -33.6% | +142.9% | +100.8% |
| All | +129.1% | -33.9% | +163.0% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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