+524.1%
FAST vs BLK
+270.9%
+253.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.1% |
| 7D | +1.8% | -2.7% | +4.5% | +3.2% |
| 30D | -6.4% | -4.8% | -1.7% | -4.2% |
| 3M | +5.3% | +6.5% | -1.2% | +1.3% |
| 6M | +5.4% | +13.2% | -7.8% | -2.4% |
| YTD | +23.6% | +1.8% | +21.8% | +20.4% |
| 1Y | +4.1% | -1.0% | +5.0% | +2.5% |
| 3Y | +92.4% | +66.0% | +26.4% | +39.6% |
| 5Y | +106.1% | +31.2% | +74.8% | +66.6% |
| 10Y | +524.1% | +278.5% | +245.6% | +140.8% |
| All | +524.1% | +270.9% | +253.2% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling