+548.6%
FAST vs BLK
+321.7%
+226.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.0% |
| 7D | +4.3% | +0.2% | +4.1% | +4.1% |
| 30D | +8.3% | +13.1% | -4.8% | +1.5% |
| 3M | +6.5% | +7.3% | -0.8% | +2.3% |
| 6M | +29.5% | +14.6% | +14.9% | +19.5% |
| YTD | +41.3% | +16.5% | +24.8% | +28.2% |
| 1Y | +37.4% | +15.4% | +22.0% | +25.2% |
| 3Y | +98.5% | +97.2% | +1.4% | +32.0% |
| 5Y | +111.1% | +43.4% | +67.7% | +63.6% |
| 10Y | +548.6% | +322.5% | +226.1% | +163.9% |
| All | +548.6% | +321.7% | +226.8% | +163.9% |
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