+68,906.2%
FAST vs BTI
+6,041.1%
+62,865.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -5.6% | -1.1% | -4.5% | -5.3% |
| 3M | +6.9% | -8.8% | +15.7% | +9.1% |
| 6M | +7.0% | -4.0% | +11.0% | +7.5% |
| YTD | +24.9% | +0.4% | +24.6% | +24.0% |
| 1Y | +6.5% | +1.9% | +4.5% | +5.2% |
| 3Y | +94.1% | +108.5% | -14.4% | +58.8% |
| 5Y | +107.7% | +118.5% | -10.9% | +66.4% |
| 10Y | +530.9% | +75.1% | +455.7% | +416.2% |
| All | +68,906.2% | +6,041.1% | +62,865.1% | +26,625.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling