+564.8%
BKR vs FAST
+71,032.5%
-70,467.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | +3.3% | -0.8% | +4.1% | +3.5% |
| 3M | -3.6% | +5.8% | -9.3% | -5.4% |
| 6M | +5.0% | +8.0% | -2.9% | +2.3% |
| YTD | +40.9% | +25.6% | +15.3% | +31.5% |
| 1Y | +39.2% | +0.8% | +38.4% | +37.8% |
| 3Y | +83.7% | +86.1% | -2.4% | +52.5% |
| 5Y | +207.5% | +100.2% | +107.3% | +147.3% |
| 10Y | +136.3% | +494.2% | -357.8% | +41.6% |
| All | +564.8% | +71,032.5% | -70,467.7% | +127.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling