+705.0%
ETN vs FAST
+506.2%
+198.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | +6.2% | +1.8% | +4.4% | +5.2% |
| 30D | -6.7% | -6.4% | -0.2% | -3.1% |
| 3M | +3.6% | +5.3% | -1.7% | +0.3% |
| 6M | +18.3% | +5.4% | +12.9% | +14.1% |
| YTD | +31.5% | +23.6% | +7.9% | +15.3% |
| 1Y | +20.6% | +4.1% | +16.5% | +16.2% |
| 3Y | +82.5% | +92.4% | -9.8% | +19.2% |
| 5Y | +177.8% | +106.1% | +71.7% | +71.8% |
| 10Y | +705.0% | +524.1% | +180.9% | +164.9% |
| All | +705.0% | +506.2% | +198.8% | +164.9% |
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