+105.0%
FAST vs BUD
+50.9%
+54.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | +0.7% | +7.1% | -6.5% | -0.9% |
| 30D | +4.6% | +12.7% | -8.0% | +1.7% |
| 3M | +6.4% | 0.0% | +6.3% | +6.2% |
| 6M | +20.6% | +7.6% | +13.0% | +18.1% |
| YTD | +34.7% | +35.0% | -0.3% | +24.4% |
| 1Y | +29.7% | +37.6% | -7.9% | +19.2% |
| 3Y | +89.9% | +51.5% | +38.4% | +68.2% |
| 5Y | +105.0% | +50.2% | +54.7% | +75.2% |
| All | +105.0% | +50.9% | +54.1% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling