+153.0%
GE vs FAST
+506.5%
-353.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -11.6% | -0.8% | -10.8% | -11.3% |
| 3M | +3.0% | +5.8% | -2.7% | +0.1% |
| 6M | -0.5% | +8.0% | -8.5% | -4.6% |
| YTD | +9.7% | +25.6% | -15.9% | -2.4% |
| 1Y | +20.0% | +0.8% | +19.2% | +18.1% |
| 3Y | +275.8% | +86.1% | +189.7% | +168.7% |
| 5Y | +429.1% | +100.2% | +328.9% | +259.1% |
| All | +153.0% | +506.5% | -353.5% | +11.1% |
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