+41.4%
NFLX vs FAST
+97.8%
-56.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -0.3% | +4.8% | -5.0% | -0.8% |
| 30D | -10.0% | +8.6% | -18.6% | -10.9% |
| 3M | -17.1% | +5.7% | -22.8% | -17.7% |
| 6M | -27.7% | +25.5% | -53.2% | -30.0% |
| YTD | -32.5% | +39.6% | -72.1% | -36.1% |
| 1Y | -43.5% | +35.5% | -79.0% | -46.2% |
| 3Y | +41.4% | +96.2% | -54.8% | +32.5% |
| All | +41.4% | +97.8% | -56.4% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling