+434.6%
FERG vs FAST
+586.8%
-152.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | +2.1% | -4.2% | -2.6% |
| 30D | +8.7% | +6.9% | +1.8% | +6.7% |
| 3M | -7.4% | +4.8% | -12.3% | -8.6% |
| 6M | -6.6% | +19.8% | -26.4% | -11.1% |
| YTD | +6.6% | +34.9% | -28.3% | -1.6% |
| 1Y | -3.6% | +32.8% | -36.4% | -10.6% |
| 3Y | +56.4% | +93.7% | -37.3% | +33.3% |
| 5Y | +67.5% | +105.3% | -37.8% | +39.4% |
| All | +434.6% | +586.8% | -152.2% | +291.7% |
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