+4.7%
FAST vs BTG
+29.7%
-25.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.3% |
| 7D | +1.3% | +4.8% | -3.5% | +1.1% |
| 30D | -4.7% | +8.3% | -13.1% | -5.1% |
| 3M | +7.9% | +32.3% | -24.4% | +6.4% |
| 6M | +7.4% | +3.0% | +4.5% | +6.2% |
| YTD | +25.1% | +21.9% | +3.2% | +23.4% |
| 1Y | +4.7% | +28.2% | -23.5% | +1.5% |
| All | +4.7% | +29.7% | -25.0% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling