+92.9%
FAST vs BNY
+286.9%
-193.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -0.4% | -1.1% | +0.6% | -0.1% |
| 30D | -6.4% | +1.4% | -7.8% | -6.9% |
| 3M | +7.1% | +16.8% | -9.7% | +1.3% |
| 6M | +7.0% | +42.0% | -35.0% | -5.7% |
| YTD | +24.1% | +41.9% | -17.8% | +8.9% |
| 1Y | +4.4% | +59.2% | -54.8% | -12.4% |
| All | +92.9% | +286.9% | -193.9% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling