+773.3%
GOOG vs FAST
+506.4%
+267.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | +1.1% | +1.3% | -0.2% | +0.5% |
| 30D | -5.1% | -4.7% | -0.3% | -3.2% |
| 3M | -7.1% | +7.9% | -15.0% | -10.4% |
| 6M | +12.7% | +7.4% | +5.2% | +8.5% |
| YTD | +7.1% | +25.1% | -18.0% | -4.0% |
| 1Y | +43.6% | +4.7% | +38.9% | +38.6% |
| 3Y | +146.8% | +94.7% | +52.1% | +74.6% |
| 5Y | +133.7% | +106.8% | +26.9% | +60.3% |
| 10Y | +773.3% | +507.7% | +265.7% | +327.8% |
| All | +773.3% | +506.4% | +267.0% | +327.8% |
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