+106.8%
FAST vs BTG
+72.2%
+34.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.3% |
| 7D | +1.3% | +4.8% | -3.5% | +1.0% |
| 30D | -4.7% | +8.3% | -13.1% | -5.3% |
| 3M | +7.9% | +32.3% | -24.4% | +5.7% |
| 6M | +7.4% | +3.0% | +4.5% | +6.6% |
| YTD | +25.1% | +21.9% | +3.2% | +22.3% |
| 1Y | +4.7% | +28.2% | -23.5% | +1.6% |
| 3Y | +94.7% | +99.9% | -5.2% | +79.5% |
| 5Y | +106.8% | +73.6% | +33.2% | +90.7% |
| All | +106.8% | +72.2% | +34.6% | +90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling