+96.2%
FAST vs BN
+100.8%
-4.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | +4.8% | +4.3% | +0.5% | +3.5% |
| 30D | +8.6% | +14.3% | -5.7% | +4.6% |
| 3M | +5.7% | -4.1% | +9.8% | +6.8% |
| 6M | +25.5% | -9.7% | +35.1% | +28.6% |
| YTD | +39.6% | -7.1% | +46.8% | +41.2% |
| 1Y | +35.5% | -7.4% | +42.9% | +36.9% |
| 3Y | +96.2% | +102.3% | -6.1% | +57.9% |
| All | +96.2% | +100.8% | -4.6% | +57.9% |
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 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