+4.4%
FAST vs FANG
+53.5%
-49.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | -0.4% | +1.2% | -1.7% | -0.4% |
| 30D | -6.4% | +2.4% | -8.8% | -6.4% |
| 3M | +7.1% | +5.1% | +2.0% | +7.3% |
| 6M | +7.0% | +16.4% | -9.4% | +5.6% |
| YTD | +24.1% | +39.0% | -14.8% | +19.3% |
| 1Y | +4.4% | +50.6% | -46.2% | +1.3% |
| All | +4.4% | +53.5% | -49.2% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling