+29.0%
NFLX vs FAST
+100.5%
-71.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.6% |
| 7D | -4.2% | -0.4% | -3.9% | -4.2% |
| 30D | +5.5% | -0.8% | +6.2% | +5.5% |
| 3M | -4.1% | +5.8% | -9.8% | -6.5% |
| 6M | -20.7% | +8.0% | -28.7% | -23.9% |
| YTD | -16.5% | +25.6% | -42.2% | -25.4% |
| 1Y | -37.8% | +0.8% | -38.6% | -38.6% |
| 3Y | +77.9% | +86.1% | -8.2% | +19.7% |
| All | +29.0% | +100.5% | -71.6% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling