+87.4%
BAC vs FAST
+91.8%
-4.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.2% | +2.1% | -3.3% | -1.8% |
| 30D | -7.7% | +6.9% | -14.5% | -9.7% |
| 3M | -21.2% | +4.8% | -26.0% | -22.5% |
| 6M | -6.8% | +19.8% | -26.6% | -12.9% |
| YTD | -8.7% | +34.9% | -43.6% | -19.1% |
| 1Y | -5.3% | +32.8% | -38.1% | -15.6% |
| 3Y | +87.4% | +93.7% | -6.3% | +45.9% |
| All | +87.4% | +91.8% | -4.3% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling