+98.7%
FAST vs BN
+96.7%
+1.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +4.2% | -1.0% | +5.1% | +4.4% |
| 30D | +6.7% | +14.0% | -7.3% | +2.8% |
| 3M | +8.0% | -9.0% | +17.1% | +10.7% |
| 6M | +27.4% | -8.8% | +36.3% | +30.3% |
| YTD | +40.5% | -10.3% | +50.8% | +43.4% |
| 1Y | +38.4% | -5.8% | +44.2% | +39.0% |
| 3Y | +98.7% | +94.8% | +3.9% | +61.7% |
| All | +98.7% | +96.7% | +1.9% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling