+448.1%
NFLX vs FAST
+545.6%
-97.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -0.3% | +4.8% | -5.0% | -2.0% |
| 30D | -10.0% | +8.6% | -18.6% | -12.9% |
| 3M | -17.1% | +5.7% | -22.8% | -19.1% |
| 6M | -27.7% | +25.5% | -53.2% | -34.1% |
| YTD | -32.5% | +39.6% | -72.1% | -41.6% |
| 1Y | -43.5% | +35.5% | -79.0% | -50.6% |
| 3Y | +41.4% | +96.2% | -54.8% | +2.9% |
| 5Y | -2.2% | +110.2% | -112.4% | -31.7% |
| 10Y | +448.1% | +531.8% | -83.8% | +155.7% |
| All | +448.1% | +545.6% | -97.6% | +155.7% |
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