+710.1%
BX vs FAST
+606.6%
+103.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +2.0% |
| 7D | +3.3% | +3.8% | -0.6% | +1.0% |
| 30D | +9.6% | +8.1% | +1.5% | +4.6% |
| 3M | -8.7% | +5.8% | -14.5% | -11.8% |
| 6M | +2.2% | +24.9% | -22.6% | -11.0% |
| YTD | -16.2% | +38.9% | -55.1% | -32.5% |
| 1Y | -11.5% | +36.5% | -48.0% | -28.0% |
| 3Y | +41.0% | +98.1% | -57.1% | -11.1% |
| 5Y | +1.1% | +109.3% | -108.2% | -38.7% |
| 10Y | +710.1% | +547.9% | +162.2% | +171.5% |
| All | +710.1% | +606.6% | +103.5% | +171.5% |
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