-0.9%
BA vs FAST
+100.5%
-101.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.5% |
| 3M | -2.4% | +5.8% | -8.1% | -4.8% |
| 6M | -6.6% | +8.0% | -14.6% | -10.1% |
| YTD | -2.2% | +25.6% | -27.9% | -12.1% |
| 1Y | -8.0% | +0.8% | -8.8% | -9.3% |
| 3Y | -5.0% | +86.1% | -91.1% | -31.7% |
| All | -0.9% | +100.5% | -101.5% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling