+625.7%
BX vs FAST
+546.1%
+79.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | -1.1% | +5.0% | -6.1% | -3.9% |
| 30D | +8.8% | +8.6% | +0.3% | +3.6% |
| 3M | -18.3% | +6.9% | -25.2% | -21.6% |
| 6M | -1.5% | +29.6% | -31.1% | -16.1% |
| YTD | -19.9% | +41.4% | -61.3% | -36.1% |
| 1Y | -14.5% | +38.5% | -53.0% | -31.0% |
| 3Y | +32.3% | +98.7% | -66.4% | -16.6% |
| 5Y | -1.1% | +108.0% | -109.2% | -39.8% |
| All | +625.7% | +546.1% | +79.7% | +157.3% |
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