+672.8%
BX vs FAST
+545.6%
+127.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +3.7% | +4.8% | -1.1% | +0.9% |
| 30D | +8.2% | +8.6% | -0.4% | +3.0% |
| 3M | -12.7% | +5.7% | -18.4% | -15.7% |
| 6M | +1.0% | +25.5% | -24.5% | -12.3% |
| YTD | -17.2% | +39.6% | -56.8% | -33.5% |
| 1Y | -11.6% | +35.5% | -47.1% | -27.7% |
| 3Y | +36.8% | +96.2% | -59.5% | -13.1% |
| 5Y | +4.8% | +110.2% | -105.4% | -36.6% |
| 10Y | +672.8% | +531.8% | +140.9% | +166.8% |
| All | +672.8% | +545.6% | +127.1% | +166.8% |
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 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