+140.4%
EFA vs FAST
+531.9%
-391.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -2.4% | -0.4% | -1.9% | -2.2% |
| 30D | -2.2% | -6.4% | +4.2% | -0.3% |
| 3M | +5.7% | +7.1% | -1.4% | +3.2% |
| 6M | +8.2% | +7.0% | +1.2% | +5.4% |
| YTD | +11.8% | +24.1% | -12.4% | +3.5% |
| 1Y | +18.3% | +4.4% | +13.9% | +15.6% |
| 3Y | +64.9% | +93.2% | -28.3% | +29.5% |
| 5Y | +52.4% | +106.4% | -54.0% | +15.5% |
| All | +140.4% | +531.9% | -391.5% | +38.2% |
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