+91.9%
GOOG vs FAST
+103.6%
-11.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +2.1% | +2.1% | 0.0% | +1.2% |
| 30D | -18.3% | +6.9% | -25.1% | -20.8% |
| 3M | -20.3% | +4.8% | -25.2% | -22.3% |
| 6M | -28.1% | +19.8% | -47.8% | -34.1% |
| YTD | -9.3% | +34.9% | -44.2% | -22.4% |
| 1Y | -0.2% | +32.8% | -33.0% | -14.1% |
| 3Y | +118.0% | +93.7% | +24.3% | +42.6% |
| All | +91.9% | +103.6% | -11.7% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling