+99.8%
FAST vs BLK
+98.4%
+1.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.1% |
| 7D | +4.3% | +0.2% | +4.1% | +4.2% |
| 30D | +8.3% | +13.1% | -4.8% | +3.6% |
| 3M | +6.5% | +7.3% | -0.8% | +3.7% |
| 6M | +29.5% | +14.6% | +14.9% | +22.8% |
| YTD | +41.3% | +16.5% | +24.8% | +32.3% |
| 1Y | +37.4% | +15.4% | +22.0% | +29.0% |
| All | +99.8% | +98.4% | +1.4% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling