+155.5%
GE vs FAST
+586.8%
-431.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +7.1% | +2.1% | +5.0% | +6.1% |
| 30D | +6.5% | +6.9% | -0.4% | +3.1% |
| 3M | -13.6% | +4.8% | -18.4% | -15.6% |
| 6M | +6.0% | +19.8% | -13.8% | -3.1% |
| YTD | +5.4% | +34.9% | -29.5% | -9.5% |
| 1Y | +6.5% | +32.8% | -26.3% | -7.9% |
| 3Y | +268.6% | +93.7% | +174.8% | +158.8% |
| 5Y | +389.0% | +105.3% | +283.7% | +227.7% |
| All | +155.5% | +586.8% | -431.3% | +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