+52.5%
BKR vs FAST
+98.9%
-46.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +3.0% |
| 7D | -0.4% | +4.3% | -4.7% | -1.9% |
| 30D | -11.6% | +8.3% | -19.9% | -14.2% |
| 3M | -23.4% | +6.5% | -29.9% | -25.2% |
| 6M | -22.9% | +29.5% | -52.4% | -30.5% |
| YTD | +10.2% | +41.3% | -31.1% | -5.1% |
| 1Y | +2.5% | +37.4% | -34.9% | -10.7% |
| All | +52.5% | +98.9% | -46.3% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling