+547.9%
FAST vs BN
+289.4%
+258.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.8% | -0.9% | +1.6% |
| 7D | +3.8% | +3.6% | +0.2% | +2.4% |
| 30D | +8.1% | +15.9% | -7.8% | +2.1% |
| 3M | +5.8% | -2.3% | +8.1% | +6.4% |
| 6M | +24.9% | -8.4% | +33.3% | +28.3% |
| YTD | +38.9% | -5.9% | +44.8% | +40.2% |
| 1Y | +36.5% | -5.6% | +42.1% | +37.3% |
| 3Y | +98.1% | +104.2% | -6.1% | +42.2% |
| 5Y | +109.3% | +35.5% | +73.8% | +73.1% |
| 10Y | +547.9% | +285.2% | +262.7% | +237.5% |
| All | +547.9% | +289.4% | +258.6% | +237.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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