-8.0%
BA vs FAST
+2.3%
-10.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | +1.2% | -0.4% | +1.5% | +1.2% |
| 30D | -11.6% | -0.8% | -10.9% | -11.5% |
| 3M | -2.4% | +5.8% | -8.1% | -3.4% |
| 6M | -6.6% | +8.0% | -14.6% | -8.7% |
| YTD | -2.2% | +25.6% | -27.9% | -7.6% |
| 1Y | -8.0% | +0.8% | -8.8% | -7.7% |
| All | -8.0% | +2.3% | -10.4% | -7.7% |
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