+90.1%
FAST vs BUD
+50.7%
+39.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.4% | +0.3% | -0.6% | -0.4% |
| 30D | -0.8% | -5.7% | +4.9% | +0.2% |
| 3M | +5.8% | +3.1% | +2.6% | +5.0% |
| 6M | +8.0% | +7.9% | +0.1% | +5.9% |
| YTD | +25.6% | +27.3% | -1.7% | +19.4% |
| 1Y | +0.8% | +37.8% | -37.0% | -5.6% |
| All | +90.1% | +50.7% | +39.4% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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