+395.7%
EFA vs FAST
+3,858.1%
-3,462.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.2% |
| 7D | +0.6% | -0.4% | +0.9% | +0.7% |
| 30D | +0.9% | -0.8% | +1.6% | +1.1% |
| 3M | +4.9% | +5.8% | -0.9% | +2.4% |
| 6M | +8.6% | +8.0% | +0.6% | +4.8% |
| YTD | +14.6% | +25.6% | -11.0% | +4.1% |
| 1Y | +22.6% | +0.8% | +21.8% | +20.7% |
| 3Y | +66.5% | +86.1% | -19.6% | +27.1% |
| 5Y | +54.5% | +100.2% | -45.7% | +12.8% |
| 10Y | +144.8% | +494.2% | -349.4% | +9.9% |
| All | +395.7% | +3,858.1% | -3,462.4% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling