+531.8%
FAST vs BTG
+144.7%
+387.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.7% |
| 7D | +4.8% | +13.0% | -8.2% | +4.3% |
| 30D | +8.6% | +1.1% | +7.5% | +8.5% |
| 3M | +5.7% | +5.3% | +0.4% | +5.4% |
| 6M | +25.5% | +1.1% | +24.4% | +25.0% |
| YTD | +39.6% | +19.2% | +20.4% | +38.0% |
| 1Y | +35.5% | +31.5% | +4.0% | +33.5% |
| 3Y | +96.2% | +94.3% | +1.9% | +89.4% |
| 5Y | +110.2% | +41.8% | +68.4% | +103.3% |
| 10Y | +531.8% | +162.9% | +368.9% | +539.1% |
| All | +531.8% | +144.7% | +387.1% | +539.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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