+92.6%
FAST vs BTDR
+0.5%
+92.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.2% | +0.7% |
| 7D | -0.4% | +20.0% | -20.3% | -0.8% |
| 30D | -0.8% | +11.9% | -12.7% | -1.2% |
| 3M | +5.8% | -36.9% | +42.7% | +6.7% |
| 6M | +8.0% | +56.5% | -48.5% | +5.8% |
| YTD | +25.6% | +10.4% | +15.2% | +24.0% |
| 1Y | +0.8% | +3.1% | -2.3% | -1.3% |
| All | +92.6% | +0.5% | +92.1% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling