+65.3%
FAST vs BTSG
+459.6%
-394.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | +2.1% | +0.4% | +1.7% | +2.0% |
| 30D | +6.9% | +5.3% | +1.6% | +6.4% |
| 3M | +4.8% | +10.8% | -6.0% | +3.8% |
| 6M | +19.8% | +27.3% | -7.5% | +16.2% |
| YTD | +34.9% | +79.3% | -44.4% | +26.3% |
| 1Y | +32.8% | +106.0% | -73.2% | +22.7% |
| All | +65.3% | +459.6% | -394.3% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling