+1,644.6%
ASML vs FAST
+492.5%
+1,152.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.8% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +2.2% | -0.8% | +3.0% | +2.5% |
| 3M | -2.3% | +5.8% | -8.0% | -5.7% |
| 6M | +23.0% | +8.0% | +15.0% | +17.1% |
| YTD | +61.1% | +25.6% | +35.4% | +40.1% |
| 1Y | +129.1% | +0.8% | +128.3% | +123.7% |
| 3Y | +165.4% | +86.1% | +79.3% | +76.8% |
| 5Y | +109.5% | +100.2% | +9.3% | +33.8% |
| All | +1,644.6% | +492.5% | +1,152.1% | +629.9% |
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