+423.4%
NFLX vs FAST
+606.6%
-183.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | -0.2% |
| 7D | +2.6% | +3.8% | -1.3% | +1.2% |
| 30D | -9.0% | +8.1% | -17.1% | -11.7% |
| 3M | -13.7% | +5.8% | -19.5% | -15.8% |
| 6M | -26.9% | +24.9% | -51.8% | -33.2% |
| YTD | -31.8% | +38.9% | -70.7% | -40.8% |
| 1Y | -42.1% | +36.5% | -78.5% | -49.4% |
| 3Y | +47.0% | +98.1% | -51.2% | +6.7% |
| 5Y | -2.5% | +109.3% | -111.8% | -31.6% |
| 10Y | +423.4% | +547.9% | -124.5% | +168.7% |
| All | +423.4% | +606.6% | -183.2% | +168.7% |
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