+1,505.1%
ASML vs FAST
+611.6%
+893.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.5% |
| 7D | -10.0% | +3.4% | -13.4% | -11.7% |
| 30D | -19.4% | +5.5% | -24.9% | -21.9% |
| 3M | -12.5% | +7.6% | -20.1% | -16.2% |
| 6M | +8.2% | +19.8% | -11.6% | -2.7% |
| YTD | +40.7% | +35.5% | +5.3% | +17.2% |
| 1Y | +46.1% | +31.6% | +14.5% | +23.6% |
| 3Y | +138.5% | +91.0% | +47.4% | +56.8% |
| 5Y | +84.2% | +105.1% | -20.9% | +15.5% |
| 10Y | +1,505.1% | +598.2% | +906.9% | +582.9% |
| All | +1,505.1% | +611.6% | +893.5% | +582.9% |
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 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