+11.7%
BABA vs FAST
+541.9%
-530.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | -13.8% | +4.2% | -17.9% | -14.9% |
| 30D | -15.1% | +6.7% | -21.8% | -16.9% |
| 3M | -22.7% | +8.0% | -30.8% | -24.8% |
| 6M | -34.7% | +27.4% | -62.1% | -39.9% |
| YTD | -35.0% | +40.5% | -75.5% | -42.3% |
| 1Y | -40.4% | +38.4% | -78.8% | -46.9% |
| 3Y | +21.9% | +98.7% | -76.8% | -6.7% |
| 5Y | -39.9% | +106.7% | -146.6% | -55.4% |
| All | +11.7% | +541.9% | -530.2% | -42.8% |
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