+125.6%
EEM vs FAST
+506.4%
-380.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.1% | +1.3% | +1.8% | +2.7% |
| 30D | +4.9% | -4.7% | +9.6% | +6.3% |
| 3M | +5.2% | +7.9% | -2.7% | +2.5% |
| 6M | +20.7% | +7.4% | +13.3% | +17.5% |
| YTD | +26.5% | +25.1% | +1.4% | +17.1% |
| 1Y | +37.8% | +4.7% | +33.2% | +34.6% |
| 3Y | +91.0% | +94.7% | -3.7% | +49.6% |
| 5Y | +47.0% | +106.8% | -59.7% | +10.9% |
| 10Y | +125.6% | +507.7% | -382.1% | +26.6% |
| All | +125.6% | +506.4% | -380.8% | +26.6% |
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