+440.7%
FERG vs FAST
+541.5%
-100.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | +6.4% | +4.3% | +2.1% | +5.3% |
| 30D | +19.9% | +8.3% | +11.6% | +17.4% |
| 3M | +5.6% | +6.5% | -0.9% | +3.8% |
| 6M | +9.2% | +29.5% | -20.3% | +1.9% |
| YTD | +20.6% | +41.3% | -20.6% | +10.1% |
| 1Y | +5.7% | +37.4% | -31.7% | -2.9% |
| 3Y | +73.6% | +98.5% | -24.9% | +47.0% |
| 5Y | +86.2% | +111.1% | -24.9% | +53.6% |
| 10Y | +440.7% | +548.6% | -107.9% | +321.0% |
| All | +440.7% | +541.5% | -100.8% | +321.0% |
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