+73.5%
BA vs FAST
+492.5%
-419.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.5% |
| 7D | +1.2% | -0.4% | +1.5% | +1.3% |
| 30D | -11.6% | -0.8% | -10.9% | -11.4% |
| 3M | -2.4% | +5.8% | -8.1% | -5.4% |
| 6M | -6.6% | +8.0% | -14.6% | -10.9% |
| YTD | -2.2% | +25.6% | -27.9% | -14.0% |
| 1Y | -8.0% | +0.8% | -8.8% | -9.9% |
| 3Y | -5.0% | +86.1% | -91.1% | -34.4% |
| 5Y | -2.7% | +100.2% | -102.9% | -36.5% |
| All | +73.5% | +492.5% | -419.1% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling