+69,298.0%
FAST vs BN
+15,251.3%
+54,046.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -0.4% | -2.5% | +2.1% | +0.6% |
| 30D | -0.8% | -9.5% | +8.7% | +2.9% |
| 3M | +5.8% | -10.4% | +16.1% | +10.0% |
| 6M | +8.0% | -6.4% | +14.3% | +9.9% |
| YTD | +25.6% | -11.9% | +37.5% | +30.3% |
| 1Y | +0.8% | -8.6% | +9.4% | +2.6% |
| 3Y | +86.1% | +77.6% | +8.6% | +43.0% |
| 5Y | +100.2% | +37.0% | +63.2% | +66.0% |
| 10Y | +494.2% | +266.4% | +227.8% | +225.0% |
| All | +69,298.0% | +15,251.3% | +54,046.7% | +15,903.5% |
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 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