+533.3%
FAST vs TECH
+187.9%
+345.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +4.2% | +0.1% | +4.0% | +4.1% |
| 30D | +6.7% | +0.5% | +6.1% | +6.5% |
| 3M | +8.0% | +1.1% | +6.9% | +7.8% |
| 6M | +27.4% | +62.8% | -35.4% | +11.7% |
| YTD | +40.5% | +24.5% | +16.0% | +30.2% |
| 1Y | +38.4% | +20.6% | +17.7% | +29.2% |
| 3Y | +98.7% | +29.5% | +69.2% | +72.6% |
| 5Y | +106.7% | -40.9% | +147.6% | +125.6% |
| All | +533.3% | +187.9% | +345.4% | +283.4% |
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