-8.5%
BX vs FAST
+32.0%
-40.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.6% | +5.7% |
| 7D | +8.3% | +3.4% | +4.9% | +7.2% |
| 30D | +13.5% | +5.5% | +8.0% | +11.7% |
| 3M | -7.6% | +7.6% | -15.2% | -9.7% |
| 6M | +4.0% | +19.8% | -15.8% | -1.1% |
| YTD | -15.2% | +35.5% | -50.6% | -24.1% |
| 1Y | -8.5% | +31.6% | -40.1% | -17.8% |
| All | -8.5% | +32.0% | -40.5% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling