+203.6%
BKR vs FAST
+103.5%
+100.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.5% | +1.8% | -3.3% | -2.2% |
| 30D | -0.7% | -6.4% | +5.8% | +1.6% |
| 3M | +0.5% | +5.3% | -4.8% | -1.6% |
| 6M | +6.6% | +5.4% | +1.3% | +4.0% |
| YTD | +41.3% | +23.6% | +17.7% | +29.7% |
| 1Y | +42.2% | +4.1% | +38.1% | +38.6% |
| 3Y | +83.4% | +92.4% | -8.9% | +44.6% |
| 5Y | +203.6% | +106.1% | +97.5% | +121.9% |
| All | +203.6% | +103.5% | +100.1% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling