+105.3%
FAST vs BTI
+153.9%
-48.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | +4.2% | +1.6% | +2.5% | +3.9% |
| 30D | +6.7% | +9.2% | -2.6% | +5.1% |
| 3M | +8.0% | +9.6% | -1.6% | +6.4% |
| 6M | +27.4% | -2.4% | +29.9% | +27.7% |
| YTD | +40.5% | +14.2% | +26.3% | +36.8% |
| 1Y | +38.4% | +20.3% | +18.1% | +33.5% |
| 3Y | +98.7% | +147.4% | -48.7% | +68.7% |
| All | +105.3% | +153.9% | -48.6% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling