+31.1%
BA vs FAST
+585.7%
-554.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.3% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | -9.1% | +4.6% | -13.8% | -11.1% |
| 3M | -28.2% | +6.4% | -34.5% | -30.4% |
| 6M | -23.1% | +20.6% | -43.7% | -30.2% |
| YTD | -20.6% | +34.7% | -55.2% | -32.4% |
| 1Y | -12.7% | +29.7% | -42.4% | -24.4% |
| 3Y | -11.6% | +89.9% | -101.5% | -39.1% |
| 5Y | -23.1% | +105.0% | -128.1% | -50.2% |
| All | +31.1% | +585.7% | -554.6% | -48.3% |
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