+120.2%
BKR vs FAST
+535.9%
-415.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -7.0% | -0.6% | -6.4% | -6.8% |
| 30D | -8.1% | -5.6% | -2.6% | -5.9% |
| 3M | -6.6% | +6.9% | -13.5% | -9.8% |
| 6M | +0.9% | +7.0% | -6.2% | -3.2% |
| YTD | +31.1% | +24.9% | +6.2% | +17.0% |
| 1Y | +27.7% | +6.5% | +21.2% | +22.3% |
| 3Y | +71.2% | +94.1% | -22.9% | +21.9% |
| 5Y | +177.6% | +107.7% | +70.0% | +85.9% |
| All | +120.2% | +535.9% | -415.7% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling