+0.4%
BX vs FAST
+106.5%
-106.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | +0.6% | +4.2% | -3.6% | -2.1% |
| 30D | +14.2% | +6.7% | +7.6% | +9.4% |
| 3M | -18.7% | +8.0% | -26.8% | -22.9% |
| 6M | +2.5% | +27.4% | -25.0% | -13.3% |
| YTD | -18.8% | +40.5% | -59.3% | -37.1% |
| 1Y | -10.3% | +38.4% | -48.7% | -29.9% |
| 3Y | +35.4% | +98.7% | -63.3% | -24.3% |
| All | +0.4% | +106.5% | -106.1% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling