+396.6%
BAC vs FAST
+492.5%
-96.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.5% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | -0.4% | -0.8% | +0.4% | -0.2% |
| 3M | +16.9% | +5.8% | +11.2% | +12.9% |
| 6M | +26.6% | +8.0% | +18.6% | +20.2% |
| YTD | +15.8% | +25.6% | -9.8% | +0.9% |
| 1Y | +27.2% | +0.8% | +26.4% | +24.4% |
| 3Y | +132.4% | +86.1% | +46.3% | +57.6% |
| 5Y | +72.6% | +100.2% | -27.6% | +9.4% |
| All | +396.6% | +492.5% | -96.0% | +65.6% |
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