+136.8%
GOOGL vs FAST
+100.5%
+36.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.6% |
| 6M | +11.9% | +8.0% | +3.9% | +7.1% |
| YTD | +8.3% | +25.6% | -17.3% | -4.1% |
| 1Y | +46.2% | +0.8% | +45.4% | +43.8% |
| 3Y | +151.9% | +86.1% | +65.8% | +66.8% |
| All | +136.8% | +100.5% | +36.3% | +44.6% |
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 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