+537.5%
FAST vs BTI
+128.6%
+408.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +5.0% | -3.2% | +8.2% | +5.8% |
| 30D | +8.6% | +9.7% | -1.1% | +6.0% |
| 3M | +6.9% | +11.1% | -4.1% | +4.0% |
| 6M | +29.6% | -1.2% | +30.8% | +29.5% |
| YTD | +41.4% | +12.7% | +28.7% | +36.2% |
| 1Y | +38.5% | +15.8% | +22.7% | +32.4% |
| 3Y | +98.7% | +148.9% | -50.2% | +53.3% |
| 5Y | +108.0% | +151.9% | -43.9% | +57.6% |
| All | +537.5% | +128.6% | +408.8% | +359.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling