+72.2%
FAST vs BTSG
+493.4%
-421.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +4.2% | +6.0% | -1.9% | +3.7% |
| 30D | +6.7% | +12.4% | -5.7% | +5.7% |
| 3M | +8.0% | +18.2% | -10.2% | +6.5% |
| 6M | +27.4% | +26.0% | +1.4% | +24.0% |
| YTD | +40.5% | +90.1% | -49.6% | +31.0% |
| 1Y | +38.4% | +124.3% | -85.9% | +27.0% |
| All | +72.2% | +493.4% | -421.3% | +43.0% |
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