+144.8%
EFA vs FAST
+606.6%
-461.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +2.1% |
| 7D | +1.2% | +3.8% | -2.6% | 0.0% |
| 30D | +1.5% | +8.1% | -6.6% | -1.0% |
| 3M | -3.3% | +5.8% | -9.1% | -5.1% |
| 6M | +2.6% | +24.9% | -22.3% | -4.8% |
| YTD | +11.0% | +38.9% | -27.9% | -0.9% |
| 1Y | +15.1% | +36.5% | -21.4% | +3.3% |
| 3Y | +67.6% | +98.1% | -30.5% | +30.6% |
| 5Y | +50.5% | +109.3% | -58.8% | +13.3% |
| 10Y | +144.8% | +547.9% | -403.1% | +36.3% |
| All | +144.8% | +606.6% | -461.8% | +36.3% |
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