+107.1%
FAST vs BTDR
+23.8%
+83.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.2% | +0.7% |
| 7D | -0.4% | +20.0% | -20.3% | -0.7% |
| 30D | -0.8% | +11.9% | -12.7% | -1.1% |
| 3M | +5.8% | -36.9% | +42.7% | +6.5% |
| 6M | +8.0% | +56.5% | -48.5% | +6.3% |
| YTD | +25.6% | +10.4% | +15.2% | +24.4% |
| 1Y | +0.8% | +3.1% | -2.3% | -0.8% |
| 3Y | +86.1% | -2.6% | +88.7% | +76.1% |
| 5Y | +100.2% | +25.2% | +75.0% | +90.8% |
| All | +107.1% | +23.8% | +83.3% | +96.2% |
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 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