+537.3%
ISRG vs FAST
+545.6%
-8.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | +2.1% | +4.8% | -2.7% | -0.1% |
| 30D | +6.2% | +8.6% | -2.5% | +2.0% |
| 3M | +14.4% | +5.7% | +8.7% | +11.2% |
| 6M | 0.0% | +25.5% | -25.5% | -10.4% |
| YTD | -20.5% | +39.6% | -60.1% | -33.2% |
| 1Y | -21.9% | +35.5% | -57.4% | -33.4% |
| 3Y | +62.2% | +96.2% | -34.0% | +10.5% |
| 5Y | +25.2% | +110.2% | -85.0% | -18.7% |
| 10Y | +537.3% | +531.8% | +5.5% | +164.4% |
| All | +537.3% | +545.6% | -8.3% | +164.4% |
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