+533.3%
FAST vs BNY
+321.7%
+211.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | +4.2% | +3.9% | +0.3% | +2.6% |
| 30D | +6.7% | +11.9% | -5.3% | +1.8% |
| 3M | +8.0% | -5.0% | +13.1% | +10.1% |
| 6M | +27.4% | +14.6% | +12.8% | +19.6% |
| YTD | +40.5% | +34.5% | +6.0% | +22.9% |
| 1Y | +38.4% | +40.6% | -2.2% | +18.7% |
| 3Y | +98.7% | +261.7% | -163.0% | +12.9% |
| 5Y | +106.7% | +192.3% | -85.6% | +25.3% |
| All | +533.3% | +321.7% | +211.6% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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