+32.2%
EEM vs FAST
+106.5%
-74.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | +2.7% | +4.2% | -1.5% | +1.7% |
| 30D | -5.4% | +6.7% | -12.1% | -6.9% |
| 3M | -8.6% | +8.0% | -16.7% | -10.4% |
| 6M | -8.9% | +27.4% | -36.3% | -14.3% |
| YTD | +11.9% | +40.5% | -28.6% | +2.3% |
| 1Y | +13.1% | +38.4% | -25.3% | +3.7% |
| 3Y | +70.7% | +98.7% | -28.0% | +39.1% |
| All | +32.2% | +106.5% | -74.3% | +2.7% |
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 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