+43.6%
GOOG vs FAST
+4.9%
+38.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | -5.1% | -4.7% | -0.3% | -4.6% |
| 3M | -7.1% | +7.9% | -15.0% | -7.9% |
| 6M | +12.7% | +7.4% | +5.2% | +10.9% |
| YTD | +7.1% | +25.1% | -18.0% | +5.5% |
| 1Y | +43.6% | +4.7% | +38.9% | +40.9% |
| All | +43.6% | +4.9% | +38.7% | +40.9% |
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