+122.4%
FAST vs BTDR
-39.9%
+162.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +13.3% | -13.1% | -0.1% |
| 7D | +2.1% | -10.4% | +12.4% | +2.2% |
| 30D | +6.9% | -42.2% | +49.0% | +7.8% |
| 3M | +4.8% | -42.8% | +47.7% | +5.7% |
| 6M | +19.8% | -60.2% | +79.9% | +21.3% |
| YTD | +34.9% | -46.3% | +81.2% | +35.2% |
| 1Y | +32.8% | -71.7% | +104.4% | +34.5% |
| 3Y | +93.7% | +54.6% | +39.1% | +85.8% |
| 5Y | +105.3% | -39.5% | +144.9% | +97.4% |
| All | +122.4% | -39.9% | +162.3% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling