+1,366.9%
FAST vs BTG
+367.4%
+999.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.8% |
| 7D | +4.8% | +13.0% | -8.2% | +4.2% |
| 30D | +8.6% | +1.1% | +7.5% | +8.5% |
| 3M | +5.7% | +5.3% | +0.4% | +5.3% |
| 6M | +25.5% | +1.1% | +24.4% | +24.9% |
| YTD | +39.6% | +19.2% | +20.4% | +37.5% |
| 1Y | +35.5% | +31.5% | +4.0% | +32.8% |
| 3Y | +96.2% | +94.3% | +1.9% | +87.1% |
| 5Y | +110.2% | +41.8% | +68.4% | +102.0% |
| 10Y | +531.8% | +162.9% | +368.9% | +476.4% |
| All | +1,366.9% | +367.4% | +999.5% | +1,094.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling