-10.6%
BA vs FAST
+32.0%
-42.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.7% |
| 7D | +5.9% | +3.4% | +2.5% | +5.1% |
| 30D | -8.2% | +5.5% | -13.7% | -9.2% |
| 3M | -25.4% | +7.6% | -33.0% | -26.6% |
| 6M | -20.0% | +19.8% | -39.8% | -23.0% |
| YTD | -18.5% | +35.5% | -53.9% | -26.1% |
| 1Y | -10.6% | +31.6% | -42.2% | -18.1% |
| All | -10.6% | +32.0% | -42.6% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling