+528.7%
FAST vs BNY
+416.3%
+112.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.6% | -1.3% | +0.8% | 0.0% |
| 30D | -5.6% | -0.2% | -5.4% | -5.5% |
| 3M | +6.9% | +14.9% | -8.0% | +0.5% |
| 6M | +7.0% | +40.0% | -33.0% | -7.6% |
| YTD | +24.9% | +42.0% | -17.1% | +6.9% |
| 1Y | +6.5% | +56.9% | -50.4% | -12.9% |
| 3Y | +94.1% | +289.9% | -195.7% | +6.3% |
| 5Y | +107.7% | +259.2% | -151.5% | +14.4% |
| All | +528.7% | +416.3% | +112.4% | +164.4% |
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