+616.9%
GOOGL vs FAST
+586.8%
+30.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +1.8% | +2.1% | -0.3% | +0.9% |
| 30D | -18.8% | +6.9% | -25.6% | -21.2% |
| 3M | -20.3% | +4.8% | -25.2% | -22.3% |
| 6M | -28.4% | +19.8% | -48.1% | -34.2% |
| YTD | -8.8% | +34.9% | -43.7% | -21.2% |
| 1Y | +0.3% | +32.8% | -32.5% | -12.8% |
| 3Y | +120.7% | +93.7% | +27.0% | +56.6% |
| 5Y | +93.1% | +105.3% | -12.2% | +31.8% |
| All | +616.9% | +586.8% | +30.1% | +254.5% |
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