+366.2%
EFA vs FAST
+4,150.1%
-3,783.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -1.4% | +2.1% | -3.5% | -2.2% |
| 30D | -1.2% | +6.9% | -8.1% | -3.7% |
| 3M | -5.1% | +4.8% | -9.9% | -7.0% |
| 6M | -1.2% | +19.8% | -21.0% | -8.2% |
| YTD | +7.8% | +34.9% | -27.1% | -4.8% |
| 1Y | +12.2% | +32.8% | -20.6% | -0.4% |
| 3Y | +61.5% | +93.7% | -32.2% | +21.5% |
| 5Y | +45.8% | +105.3% | -59.6% | +5.5% |
| 10Y | +141.8% | +595.4% | -453.5% | +2.1% |
| All | +366.2% | +4,150.1% | -3,783.9% | -9.0% |
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