+643.6%
GOOGL vs FAST
+545.6%
+98.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.6% | +4.8% | -2.2% | +0.6% |
| 30D | -18.3% | +8.6% | -26.9% | -21.3% |
| 3M | -19.6% | +5.7% | -25.3% | -21.8% |
| 6M | -28.2% | +25.5% | -53.7% | -35.4% |
| YTD | -8.0% | +39.6% | -47.6% | -21.8% |
| 1Y | -0.7% | +35.5% | -36.2% | -14.5% |
| 3Y | +118.8% | +96.2% | +22.6% | +53.7% |
| 5Y | +98.9% | +110.2% | -11.3% | +33.5% |
| 10Y | +643.6% | +531.8% | +111.8% | +238.0% |
| All | +643.6% | +545.6% | +98.0% | +238.0% |
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