+35.4%
BX vs FAST
+97.8%
-62.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +0.6% | +4.2% | -3.6% | -1.4% |
| 30D | +14.2% | +6.7% | +7.6% | +10.7% |
| 3M | -18.7% | +8.0% | -26.8% | -21.8% |
| 6M | +2.5% | +27.4% | -25.0% | -9.1% |
| YTD | -18.8% | +40.5% | -59.3% | -32.7% |
| 1Y | -10.3% | +38.4% | -48.7% | -25.2% |
| 3Y | +35.4% | +98.7% | -63.3% | -1.5% |
| All | +35.4% | +97.8% | -62.4% | -1.5% |
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 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