+575.3%
FAST vs TECH
+208.1%
+367.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +6.9% | +0.3% | +6.5% | +6.8% |
| 3M | +4.8% | +1.3% | +3.5% | +4.5% |
| 6M | +19.8% | +54.0% | -34.2% | +6.2% |
| YTD | +34.9% | +24.3% | +10.6% | +25.0% |
| 1Y | +32.8% | +25.8% | +7.0% | +22.4% |
| 3Y | +93.7% | +26.0% | +67.8% | +69.5% |
| 5Y | +105.3% | -40.1% | +145.4% | +123.3% |
| All | +575.3% | +208.1% | +367.2% | +271.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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