-13.2%
BX vs FAST
+30.1%
-43.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | +1.8% | +2.1% | -0.3% | +1.2% |
| 30D | +7.9% | +6.9% | +1.0% | +5.7% |
| 3M | -9.6% | +4.8% | -14.4% | -11.0% |
| 6M | -2.3% | +19.8% | -22.0% | -7.0% |
| YTD | -19.3% | +34.9% | -54.2% | -27.5% |
| 1Y | -13.2% | +32.8% | -46.0% | -22.7% |
| All | -13.2% | +30.1% | -43.3% | -22.7% |
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 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