+26.5%
BAC vs FAST
+2.3%
+24.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.7% |
| 7D | +0.6% | -0.4% | +0.9% | +0.6% |
| 30D | -0.9% | -0.8% | -0.1% | -0.8% |
| 3M | +16.3% | +5.8% | +10.6% | +14.8% |
| 6M | +26.0% | +8.0% | +18.0% | +23.0% |
| YTD | +15.2% | +25.6% | -10.4% | +8.9% |
| 1Y | +26.5% | +0.8% | +25.7% | +22.8% |
| All | +26.5% | +2.3% | +24.2% | +22.8% |
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 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