+430.3%
FERG vs FAST
+545.6%
-115.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +7.2% | +4.8% | +2.4% | +5.9% |
| 30D | +17.9% | +8.6% | +9.3% | +15.3% |
| 3M | -1.3% | +5.7% | -7.0% | -2.7% |
| 6M | +8.3% | +25.5% | -17.2% | +1.9% |
| YTD | +18.3% | +39.6% | -21.3% | +8.3% |
| 1Y | +4.7% | +35.5% | -30.8% | -3.4% |
| 3Y | +70.3% | +96.2% | -25.9% | +44.7% |
| 5Y | +84.6% | +110.2% | -25.6% | +52.7% |
| 10Y | +430.3% | +531.8% | -101.5% | +318.5% |
| All | +430.3% | +545.6% | -115.3% | +318.5% |
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