+547.9%
FAST vs BAH
+218.8%
+329.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.6% |
| 7D | +3.8% | -1.5% | +5.3% | +4.2% |
| 30D | +8.1% | +17.3% | -9.2% | +3.4% |
| 3M | +5.8% | +14.9% | -9.1% | +1.5% |
| 6M | +24.9% | +14.2% | +10.6% | +19.1% |
| YTD | +38.9% | +5.1% | +33.8% | +33.7% |
| 1Y | +36.5% | +2.1% | +34.4% | +32.2% |
| 3Y | +98.1% | -26.0% | +124.1% | +101.1% |
| 5Y | +109.3% | +9.0% | +100.3% | +77.6% |
| 10Y | +547.9% | +208.8% | +339.1% | +307.3% |
| All | +547.9% | +218.8% | +329.1% | +307.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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