+1,462.0%
BA vs FAST
+76,149.7%
-74,687.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.4% |
| 7D | -0.1% | +0.7% | -0.8% | -0.3% |
| 30D | -9.1% | +4.6% | -13.8% | -10.3% |
| 3M | -28.2% | +6.4% | -34.5% | -29.5% |
| 6M | -23.1% | +20.6% | -43.7% | -27.5% |
| YTD | -20.6% | +34.7% | -55.2% | -27.8% |
| 1Y | -12.7% | +29.7% | -42.4% | -19.8% |
| 3Y | -11.6% | +89.9% | -101.5% | -28.4% |
| 5Y | -23.1% | +105.0% | -128.1% | -39.5% |
| 10Y | +34.4% | +594.2% | -559.8% | -25.1% |
| All | +1,462.0% | +76,149.7% | -74,687.8% | +238.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling