+635.3%
GOOG vs FAST
+606.6%
+28.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.2% | -0.5% |
| 7D | +2.9% | +3.8% | -1.0% | +1.3% |
| 30D | -17.8% | +8.1% | -25.9% | -20.6% |
| 3M | -19.0% | +5.8% | -24.8% | -21.3% |
| 6M | -27.9% | +24.9% | -52.7% | -35.0% |
| YTD | -8.7% | +38.9% | -47.6% | -22.1% |
| 1Y | +2.5% | +36.5% | -33.9% | -11.9% |
| 3Y | +119.2% | +98.1% | +21.1% | +53.6% |
| 5Y | +93.4% | +109.3% | -15.9% | +30.5% |
| 10Y | +635.3% | +547.9% | +87.4% | +252.7% |
| All | +635.3% | +606.6% | +28.7% | +252.7% |
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