+409.0%
NFLX vs FAST
+586.8%
-177.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | +2.1% | +2.1% | +0.1% | +1.4% |
| 30D | -9.0% | +6.9% | -15.9% | -11.3% |
| 3M | -14.0% | +4.8% | -18.8% | -15.7% |
| 6M | -28.2% | +19.8% | -47.9% | -33.2% |
| YTD | -32.4% | +34.9% | -67.3% | -40.5% |
| 1Y | -42.2% | +32.8% | -75.0% | -48.9% |
| 3Y | +45.9% | +93.7% | -47.9% | +7.3% |
| 5Y | -1.8% | +105.3% | -107.1% | -30.3% |
| All | +409.0% | +586.8% | -177.8% | +170.0% |
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