+114.1%
EEM vs FAST
+545.6%
-431.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.9% |
| 7D | -0.9% | +4.8% | -5.7% | -2.3% |
| 30D | -9.3% | +8.6% | -17.9% | -11.7% |
| 3M | -7.1% | +5.7% | -12.7% | -8.8% |
| 6M | -10.4% | +25.5% | -35.9% | -16.8% |
| YTD | +11.3% | +39.6% | -28.3% | -0.6% |
| 1Y | +11.3% | +35.5% | -24.2% | +0.3% |
| 3Y | +69.6% | +96.2% | -26.6% | +32.6% |
| 5Y | +33.6% | +110.2% | -76.6% | +0.3% |
| 10Y | +114.1% | +531.8% | -417.7% | +12.3% |
| All | +114.1% | +545.6% | -431.5% | +12.3% |
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