+91.3%
BSX vs FAST
+513.5%
-422.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -6.4% | +1.3% | -7.7% | -6.9% |
| 30D | -8.8% | -4.7% | -4.0% | -7.4% |
| 3M | -7.6% | +7.9% | -15.6% | -10.0% |
| 6M | -37.0% | +7.4% | -44.4% | -38.8% |
| YTD | -52.8% | +25.1% | -77.9% | -56.8% |
| 1Y | -58.4% | +4.7% | -63.1% | -59.6% |
| 3Y | -16.5% | +94.7% | -111.2% | -36.9% |
| 5Y | -1.2% | +106.8% | -107.9% | -28.3% |
| All | +91.3% | +513.5% | -422.2% | -1.2% |
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