+9.7%
BKR vs FAST
+32.0%
-22.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.9% |
| 7D | -8.8% | +3.4% | -12.2% | -9.4% |
| 30D | -13.1% | +5.5% | -18.6% | -14.2% |
| 3M | -18.9% | +7.6% | -26.5% | -20.4% |
| 6M | -27.2% | +19.8% | -47.0% | -31.0% |
| YTD | +10.7% | +35.5% | -24.8% | -3.8% |
| 1Y | +9.7% | +31.6% | -22.0% | -3.8% |
| All | +9.7% | +32.0% | -22.3% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling