-11.6%
BX vs FAST
+36.9%
-48.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +3.7% | +4.8% | -1.1% | +2.1% |
| 30D | +8.2% | +8.6% | -0.4% | +5.4% |
| 3M | -12.7% | +5.7% | -18.4% | -14.4% |
| 6M | +1.0% | +25.5% | -24.5% | -5.4% |
| YTD | -17.2% | +39.6% | -56.8% | -26.9% |
| 1Y | -11.6% | +35.5% | -47.1% | -21.7% |
| All | -11.6% | +36.9% | -48.5% | -21.7% |
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