+745.8%
GOOGL vs FAST
+506.5%
+239.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -2.3% | -0.4% | -1.9% | -2.1% |
| 30D | -6.6% | -0.8% | -5.8% | -6.4% |
| 3M | -8.9% | +5.8% | -14.7% | -11.5% |
| 6M | +11.9% | +8.0% | +3.9% | +7.4% |
| YTD | +8.3% | +25.6% | -17.3% | -3.1% |
| 1Y | +46.2% | +0.8% | +45.4% | +43.4% |
| 3Y | +151.9% | +86.1% | +65.8% | +82.0% |
| 5Y | +137.7% | +100.2% | +37.5% | +64.9% |
| All | +745.8% | +506.5% | +239.3% | +311.3% |
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