+410.7%
ORLY vs FAST
+545.6%
-134.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -0.7% | +4.8% | -5.5% | -2.5% |
| 30D | +3.4% | +8.6% | -5.2% | 0.0% |
| 3M | -3.1% | +5.7% | -8.8% | -5.3% |
| 6M | -3.8% | +25.5% | -29.3% | -12.3% |
| YTD | -2.0% | +39.6% | -41.6% | -14.8% |
| 1Y | -8.9% | +35.5% | -44.4% | -19.9% |
| 3Y | +36.0% | +96.2% | -60.2% | +0.6% |
| 5Y | +106.9% | +110.2% | -3.3% | +46.3% |
| 10Y | +410.7% | +531.8% | -121.1% | +122.7% |
| All | +410.7% | +545.6% | -134.9% | +122.7% |
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