+93.7%
FAST vs BTG
+78.1%
+15.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.1% |
| 7D | +2.1% | +17.4% | -15.3% | +1.4% |
| 30D | +6.9% | +8.0% | -1.1% | +6.5% |
| 3M | +4.8% | +32.5% | -27.7% | +3.4% |
| 6M | +19.8% | +21.6% | -1.8% | +18.4% |
| YTD | +34.9% | +21.2% | +13.7% | +33.1% |
| 1Y | +32.8% | +43.9% | -11.1% | +30.3% |
| 3Y | +93.7% | +78.6% | +15.2% | +87.4% |
| All | +93.7% | +78.1% | +15.7% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling