+679.5%
BX vs FAST
+506.4%
+173.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -2.0% | +1.3% | -3.3% | -2.8% |
| 30D | -2.3% | -4.7% | +2.4% | +0.5% |
| 3M | +18.5% | +7.9% | +10.6% | +13.0% |
| 6M | +23.7% | +7.4% | +16.3% | +17.3% |
| YTD | -10.4% | +25.1% | -35.4% | -22.8% |
| 1Y | -19.6% | +4.7% | -24.3% | -23.2% |
| 3Y | +30.8% | +94.7% | -63.9% | -16.3% |
| 5Y | +24.3% | +106.8% | -82.4% | -22.8% |
| 10Y | +679.5% | +507.7% | +171.8% | +206.7% |
| All | +679.5% | +506.4% | +173.1% | +206.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling