+3.6%
GOOG vs FAST
+32.0%
-28.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +3.1% |
| 7D | -10.7% | +3.4% | -14.2% | -11.0% |
| 30D | -16.4% | +5.5% | -21.9% | -17.0% |
| 3M | -23.4% | +7.6% | -31.0% | -24.2% |
| 6M | -24.2% | +19.8% | -44.0% | -26.5% |
| YTD | -8.3% | +35.5% | -43.7% | -13.5% |
| 1Y | +3.6% | +31.6% | -28.0% | -1.3% |
| All | +3.6% | +32.0% | -28.4% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling