+13,444.1%
GOOG vs FAST
+2,034.6%
+11,409.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -2.1% | -0.4% | -1.8% | -2.0% |
| 30D | -6.8% | -0.8% | -6.1% | -6.7% |
| 3M | -9.1% | +5.8% | -14.8% | -11.4% |
| 6M | +10.7% | +8.0% | +2.7% | +6.7% |
| YTD | +7.1% | +25.6% | -18.6% | -3.3% |
| 1Y | +44.6% | +0.8% | +43.8% | +41.9% |
| 3Y | +147.4% | +86.1% | +61.3% | +85.7% |
| 5Y | +133.8% | +100.2% | +33.6% | +70.2% |
| 10Y | +777.5% | +494.2% | +283.3% | +304.8% |
| All | +13,444.1% | +2,034.6% | +11,409.5% | +3,350.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling