+88.7%
BAC vs FAST
+91.5%
-2.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -2.7% | +0.7% | -3.4% | -2.9% |
| 30D | -8.0% | +4.6% | -12.6% | -9.4% |
| 3M | -20.9% | +6.4% | -27.3% | -22.7% |
| 6M | -5.4% | +20.6% | -26.0% | -11.7% |
| YTD | -8.1% | +34.7% | -42.7% | -18.5% |
| 1Y | -3.1% | +29.7% | -32.8% | -12.9% |
| All | +88.7% | +91.5% | -2.7% | +47.0% |
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