+531.8%
FAST vs BN
+280.2%
+251.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +4.8% | +4.3% | +0.5% | +3.1% |
| 30D | +8.6% | +14.3% | -5.7% | +3.1% |
| 3M | +5.7% | -4.1% | +9.8% | +7.0% |
| 6M | +25.5% | -9.7% | +35.1% | +29.6% |
| YTD | +39.6% | -7.1% | +46.8% | +41.6% |
| 1Y | +35.5% | -7.4% | +42.9% | +37.3% |
| 3Y | +96.2% | +102.3% | -6.1% | +41.1% |
| 5Y | +110.2% | +35.9% | +74.3% | +73.4% |
| 10Y | +531.8% | +289.2% | +242.7% | +222.9% |
| All | +531.8% | +280.2% | +251.6% | +222.9% |
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