+101.1%
GOOGL vs FAST
+106.5%
-5.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.7% |
| 7D | +3.9% | +4.2% | -0.3% | +2.1% |
| 30D | -14.9% | +6.7% | -21.6% | -17.4% |
| 3M | -14.6% | +8.0% | -22.6% | -17.6% |
| 6M | -26.4% | +27.4% | -53.9% | -34.4% |
| YTD | -5.3% | +40.5% | -45.8% | -20.3% |
| 1Y | +6.5% | +38.4% | -31.9% | -9.9% |
| 3Y | +126.0% | +98.7% | +27.4% | +47.3% |
| All | +101.1% | +106.5% | -5.3% | +21.6% |
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