+20.6%
ETN vs FAST
+4.1%
+16.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | +6.2% | +1.8% | +4.4% | +5.5% |
| 30D | -6.7% | -6.4% | -0.2% | -4.4% |
| 3M | +3.6% | +5.3% | -1.7% | +1.7% |
| 6M | +18.3% | +5.4% | +12.9% | +15.2% |
| YTD | +31.5% | +23.6% | +7.9% | +23.9% |
| 1Y | +20.6% | +4.1% | +16.5% | +14.9% |
| All | +20.6% | +4.1% | +16.5% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling