-0.1%
GOOG vs FAST
+37.0%
-37.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.9% |
| 7D | +1.2% | +4.3% | -3.1% | +0.8% |
| 30D | -16.7% | +8.3% | -25.0% | -17.3% |
| 3M | -15.2% | +6.5% | -21.7% | -15.6% |
| 6M | -24.8% | +29.5% | -54.3% | -27.6% |
| YTD | -7.2% | +41.3% | -48.5% | -12.0% |
| 1Y | -0.1% | +37.4% | -37.5% | -4.6% |
| All | -0.1% | +37.0% | -37.1% | -4.6% |
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