+531.8%
FAST vs BTI
+125.1%
+406.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +8.6% | +9.6% | -1.0% | +6.1% |
| 3M | +5.7% | +8.3% | -2.6% | +3.5% |
| 6M | +25.5% | +7.5% | +18.0% | +22.6% |
| YTD | +39.6% | +12.3% | +27.3% | +34.6% |
| 1Y | +35.5% | +16.2% | +19.3% | +29.4% |
| 3Y | +96.2% | +148.0% | -51.8% | +51.8% |
| 5Y | +110.2% | +153.2% | -43.0% | +59.3% |
| 10Y | +531.8% | +128.2% | +403.6% | +377.5% |
| All | +531.8% | +125.1% | +406.7% | +377.5% |
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