+74,290.4%
FAST vs BN
+15,832.7%
+58,457.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.6% |
| 7D | +0.7% | +5.7% | -5.1% | -1.5% |
| 30D | +4.6% | +12.0% | -7.3% | +0.1% |
| 3M | +6.4% | -6.1% | +12.4% | +8.5% |
| 6M | +20.6% | -8.6% | +29.2% | +23.9% |
| YTD | +34.7% | -8.5% | +43.2% | +37.3% |
| 1Y | +29.7% | -8.4% | +38.1% | +32.0% |
| 3Y | +89.9% | +92.3% | -2.3% | +42.0% |
| 5Y | +105.0% | +31.3% | +73.6% | +72.6% |
| 10Y | +594.2% | +280.5% | +313.7% | +273.5% |
| All | +74,290.4% | +15,832.7% | +58,457.7% | +16,773.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling