-42.9%
NFLX vs FAST
+36.2%
-79.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.9% |
| 7D | +2.6% | +3.8% | -1.3% | +2.6% |
| 30D | -9.0% | +8.1% | -17.1% | -9.0% |
| 3M | -13.7% | +5.8% | -19.5% | -13.6% |
| 6M | -26.9% | +24.9% | -51.8% | -27.3% |
| YTD | -31.8% | +38.9% | -70.7% | -31.2% |
| All | -42.9% | +36.2% | -79.1% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling