+38.4%
BX vs FAST
+86.1%
-47.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -4.4% | -0.4% | -4.0% | -4.2% |
| 30D | +0.1% | -0.8% | +0.9% | +0.4% |
| 3M | +16.0% | +5.8% | +10.3% | +12.9% |
| 6M | +21.6% | +8.0% | +13.6% | +16.2% |
| YTD | -8.9% | +25.6% | -34.5% | -19.8% |
| 1Y | -16.6% | +0.8% | -17.4% | -17.6% |
| All | +38.4% | +86.1% | -47.7% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling