+1,220.1%
FAST vs BTG
+392.0%
+828.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.8% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | -0.8% | +36.8% | -37.6% | -2.3% |
| 3M | +5.8% | +23.1% | -17.4% | +4.5% |
| 6M | +8.0% | +3.5% | +4.5% | +7.4% |
| YTD | +25.6% | +25.5% | +0.1% | +23.6% |
| 1Y | +0.8% | +40.1% | -39.3% | -1.6% |
| 3Y | +86.1% | +101.1% | -15.0% | +77.3% |
| 5Y | +100.2% | +70.6% | +29.6% | +91.0% |
| 10Y | +494.2% | +152.1% | +342.0% | +442.8% |
| All | +1,220.1% | +392.0% | +828.0% | +973.4% |
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 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