+98.4%
EEM vs FAST
+586.8%
-488.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -2.8% | +2.1% | -4.9% | -3.4% |
| 30D | -11.9% | +6.9% | -18.8% | -13.7% |
| 3M | -8.8% | +4.8% | -13.6% | -10.2% |
| 6M | -11.6% | +19.8% | -31.4% | -16.7% |
| YTD | +9.0% | +34.9% | -25.9% | -1.3% |
| 1Y | +10.6% | +32.8% | -22.2% | +0.5% |
| 3Y | +64.4% | +93.7% | -29.4% | +29.7% |
| 5Y | +31.0% | +105.3% | -74.3% | -0.3% |
| All | +98.4% | +586.8% | -488.4% | +21.2% |
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